+18.1%
GIS vs GH
+480.1%
-462.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.3% | -2.1% | -6.2% | -8.3% |
| 30D | +2.2% | -4.5% | +6.6% | +2.2% |
| 3M | +15.7% | +28.9% | -13.2% | +15.8% |
| 6M | -12.0% | +76.5% | -88.5% | -11.8% |
| YTD | -15.0% | +57.6% | -72.6% | -14.8% |
| 1Y | -20.1% | +167.5% | -187.7% | -19.9% |
| 3Y | -34.6% | +377.4% | -412.0% | -34.3% |
| 5Y | -22.8% | +23.8% | -46.7% | -21.5% |
| All | +18.1% | +480.1% | -462.0% | +19.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling