-18.0%
GIS vs GD
+97.9%
-116.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | -7.8% | -5.3% | -2.6% | -6.6% |
| 30D | +6.6% | -6.4% | +13.0% | +8.4% |
| 3M | +21.0% | +5.7% | +15.3% | +19.1% |
| 6M | -9.1% | -0.9% | -8.1% | -9.0% |
| YTD | -13.6% | +8.2% | -21.8% | -15.8% |
| 1Y | -18.0% | +13.4% | -31.4% | -21.3% |
| 3Y | -33.7% | +68.5% | -102.2% | -44.8% |
| All | -18.0% | +97.9% | -116.0% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling