-37.4%
GIS vs GH
+367.9%
-405.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -3.1% |
| 7D | -8.4% | -1.2% | -7.2% | -8.4% |
| 30D | -5.2% | -3.7% | -1.5% | -5.2% |
| 3M | +8.2% | +21.7% | -13.5% | +8.4% |
| 6M | -12.0% | +75.7% | -87.8% | -11.3% |
| YTD | -18.9% | +55.7% | -74.6% | -18.4% |
| 1Y | -23.6% | +181.1% | -204.7% | -22.4% |
| All | -37.4% | +367.9% | -405.2% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling