-30.4%
GIS vs GD
+94.5%
-124.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +3.6% | -5.0% | +8.5% | +4.9% |
| 30D | +13.9% | +8.9% | +5.0% | +11.3% |
| 3M | +0.3% | -8.0% | +8.4% | +2.3% |
| 6M | +5.0% | +2.9% | +2.1% | +3.9% |
| YTD | -18.4% | +7.1% | -25.4% | -20.3% |
| 1Y | -17.4% | +5.9% | -23.4% | -19.2% |
| 3Y | -36.9% | +53.9% | -90.8% | -45.9% |
| All | -30.4% | +94.5% | -124.9% | -45.6% |
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