-25.2%
GIS vs GH
+21.3%
-46.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 6M | -12.0% | +75.7% | -87.8% | -11.0% |
| YTD | -18.9% | +55.7% | -74.6% | -18.1% |
| 1Y | -23.6% | +181.1% | -204.7% | -21.9% |
| 3Y | -37.6% | +371.6% | -409.2% | -35.2% |
| 5Y | -25.2% | +23.2% | -48.4% | -25.2% |
| All | -25.2% | +21.3% | -46.5% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling