+15.7%
GIS vs AU
+29.2%
-13.5%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.6% |
| 7D | -8.3% | -0.3% | -8.0% | -8.2% |
| 30D | +2.2% | +12.8% | -10.6% | +1.8% |
| 3M | +15.7% | +28.5% | -12.8% | +17.0% |
| All | +15.7% | +29.2% | -13.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling