-18.0%
GIS vs GH
+169.0%
-187.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -7.8% | -0.1% | -7.8% | -7.8% |
| 30D | +6.6% | -1.1% | +7.7% | +6.5% |
| 3M | +21.0% | +21.3% | -0.3% | +20.7% |
| 6M | -9.1% | +73.5% | -82.6% | -8.8% |
| YTD | -13.6% | +58.0% | -71.6% | -13.7% |
| 1Y | -18.0% | +163.1% | -181.1% | -16.6% |
| All | -18.0% | +169.0% | -187.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling