-21.1%
GIS vs EQIX
+246.8%
-267.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -6.4% | +0.2% | -6.5% | -6.4% |
| 30D | -6.1% | -2.5% | -3.6% | -5.7% |
| 3M | +7.8% | 0.0% | +7.9% | +7.5% |
| 6M | -8.8% | +7.6% | -16.4% | -10.6% |
| YTD | -19.1% | +37.5% | -56.6% | -25.0% |
| 1Y | -24.8% | +32.9% | -57.7% | -29.8% |
| 3Y | -37.6% | +42.8% | -80.3% | -43.6% |
| 5Y | -25.4% | +35.8% | -61.3% | -32.8% |
| All | -21.1% | +246.8% | -267.8% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling