-36.9%
GIS vs GD
+54.3%
-91.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +3.6% | -5.0% | +8.5% | +4.5% |
| 30D | +13.9% | +8.9% | +5.0% | +11.9% |
| 3M | +0.3% | -8.0% | +8.4% | +1.7% |
| 6M | +5.0% | +2.9% | +2.1% | +4.1% |
| YTD | -18.4% | +7.1% | -25.4% | -19.7% |
| 1Y | -17.4% | +5.9% | -23.4% | -18.7% |
| 3Y | -36.9% | +53.9% | -90.8% | -44.3% |
| All | -36.9% | +54.3% | -91.3% | -44.3% |
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 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