-16.4%
GIS vs GD
+180.8%
-197.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | +9.2% | +10.9% | -1.7% | +6.3% |
| 3M | -5.4% | -6.8% | +1.4% | -3.8% |
| 6M | +3.4% | +7.0% | -3.6% | +1.4% |
| YTD | -20.5% | +11.1% | -31.6% | -23.0% |
| 1Y | -20.0% | +7.0% | -27.0% | -21.8% |
| 3Y | -38.6% | +59.9% | -98.5% | -46.5% |
| 5Y | -33.1% | +102.5% | -135.6% | -45.4% |
| 10Y | -16.4% | +174.0% | -190.4% | -39.0% |
| All | -16.4% | +180.8% | -197.3% | -39.0% |
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