-21.1%
GIS vs GPC
+86.4%
-107.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -6.4% | -3.2% | -3.2% | -5.7% |
| 30D | -6.1% | +0.5% | -6.6% | -6.2% |
| 3M | +7.8% | +31.7% | -23.9% | +1.8% |
| 6M | -8.8% | +24.7% | -33.5% | -13.1% |
| YTD | -19.1% | +11.8% | -30.9% | -21.2% |
| 1Y | -24.8% | -3.0% | -21.8% | -24.8% |
| 3Y | -37.6% | -1.1% | -36.4% | -38.8% |
| 5Y | -25.4% | +30.5% | -55.9% | -31.3% |
| All | -21.1% | +86.4% | -107.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling