-19.2%
GIS vs GD
+165.4%
-184.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -8.1% | +1.9% | -9.9% | -8.5% |
| 30D | +5.3% | +9.2% | -3.9% | +2.9% |
| 3M | -10.5% | -7.5% | -3.1% | -8.9% |
| 6M | +1.8% | +5.8% | -4.0% | +0.1% |
| YTD | -22.9% | +9.8% | -32.7% | -25.2% |
| 1Y | -22.9% | +5.8% | -28.7% | -24.5% |
| 3Y | -40.5% | +58.0% | -98.5% | -48.0% |
| 5Y | -34.9% | +100.4% | -135.3% | -46.8% |
| All | -19.2% | +165.4% | -184.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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