-17.4%
GIS vs GH
+80.5%
-97.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +8.9% | +5.1% |
| 7D | +8.5% | -7.7% | +16.1% | +8.4% |
| 30D | +15.3% | -10.0% | +25.3% | +15.4% |
| 3M | +0.9% | +5.5% | -4.6% | +0.6% |
| 6M | +7.9% | +84.9% | -77.0% | +8.4% |
| YTD | -17.6% | +65.0% | -82.6% | -17.9% |
| 1Y | -17.4% | +71.8% | -89.1% | -16.7% |
| All | -17.4% | +80.5% | -97.9% | -16.7% |
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