-21.1%
GIS vs GFI
+1,066.8%
-1,087.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -6.4% | -4.9% | -1.5% | -6.2% |
| 30D | -6.1% | +10.7% | -16.8% | -6.4% |
| 3M | +7.8% | +25.6% | -17.8% | +7.1% |
| 6M | -8.8% | -8.3% | -0.5% | -8.8% |
| YTD | -19.1% | +6.3% | -25.4% | -19.6% |
| 1Y | -24.8% | +22.1% | -46.8% | -25.6% |
| 3Y | -37.6% | +289.2% | -326.7% | -41.1% |
| 5Y | -25.4% | +531.7% | -557.1% | -31.5% |
| All | -21.1% | +1,066.8% | -1,087.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling