-33.5%
GIS vs GD
+68.4%
-101.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -7.8% | -5.3% | -2.6% | -6.9% |
| 30D | +6.6% | -6.4% | +13.0% | +8.0% |
| 3M | +21.0% | +5.7% | +15.3% | +19.5% |
| 6M | -9.1% | -0.9% | -8.1% | -8.9% |
| YTD | -13.6% | +8.2% | -21.8% | -15.2% |
| 1Y | -18.0% | +13.4% | -31.4% | -20.5% |
| All | -33.5% | +68.4% | -101.9% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling