-17.3%
GIS vs GD
+165.7%
-183.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | +2.7% | -6.0% | -4.0% |
| 30D | +6.9% | +8.6% | -1.7% | +4.6% |
| 3M | -10.1% | -7.1% | -3.1% | -8.6% |
| 6M | +5.9% | +7.5% | -1.6% | +3.7% |
| YTD | -21.1% | +9.9% | -31.0% | -23.4% |
| 1Y | -22.5% | +7.6% | -30.0% | -24.3% |
| 3Y | -39.0% | +56.2% | -95.2% | -46.5% |
| 5Y | -33.3% | +100.6% | -134.0% | -45.5% |
| All | -17.3% | +165.7% | -183.0% | -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