+1,401.2%
GIS vs GD
+19,982.5%
-18,581.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +3.6% | -5.0% | +8.5% | +4.4% |
| 30D | +13.9% | +8.9% | +5.0% | +12.2% |
| 3M | +0.3% | -8.0% | +8.4% | +1.8% |
| 6M | +5.0% | +2.9% | +2.1% | +4.3% |
| YTD | -18.4% | +7.1% | -25.4% | -19.6% |
| 1Y | -17.4% | +5.9% | -23.4% | -18.6% |
| 3Y | -36.9% | +53.9% | -90.8% | -42.1% |
| 5Y | -30.4% | +95.4% | -125.8% | -38.8% |
| 10Y | -13.6% | +193.5% | -207.1% | -30.3% |
| All | +1,401.2% | +19,982.5% | -18,581.3% | +833.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling