+487.3%
GIS vs AU
+789.2%
-301.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -8.6% | +0.6% | -9.2% | -8.6% |
| 30D | -0.5% | +12.3% | -12.8% | -0.9% |
| 3M | +11.9% | +29.4% | -17.5% | +10.8% |
| 6M | -11.6% | +3.2% | -14.8% | -11.9% |
| YTD | -16.3% | +31.8% | -48.1% | -17.4% |
| 1Y | -21.8% | +83.4% | -105.2% | -23.8% |
| 3Y | -35.7% | +623.1% | -658.7% | -40.8% |
| 5Y | -22.9% | +700.5% | -723.4% | -29.7% |
| 10Y | -16.8% | +717.6% | -734.4% | -25.5% |
| All | +487.3% | +789.2% | -301.9% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling