-17.3%
GIS vs GD
+174.7%
-192.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | +6.6% | +9.5% | -2.9% | +4.1% |
| 3M | -8.1% | -5.8% | -2.3% | -6.8% |
| 6M | +4.9% | +7.7% | -2.8% | +2.7% |
| YTD | -21.4% | +11.1% | -32.4% | -23.8% |
| 1Y | -21.6% | +6.1% | -27.7% | -23.2% |
| 3Y | -39.3% | +59.8% | -99.1% | -47.1% |
| 5Y | -33.2% | +104.6% | -137.8% | -45.7% |
| 10Y | -17.3% | +170.6% | -187.9% | -39.3% |
| All | -17.3% | +174.7% | -192.0% | -39.3% |
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