-22.8%
GIS vs GPC
+29.0%
-51.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | -8.3% | +0.2% | -8.5% | -8.3% |
| 30D | +2.2% | -0.4% | +2.6% | +2.2% |
| 3M | +15.7% | +39.2% | -23.5% | +7.4% |
| 6M | -12.0% | +18.2% | -30.2% | -15.5% |
| YTD | -15.0% | +12.1% | -27.1% | -17.2% |
| 1Y | -20.1% | -0.7% | -19.5% | -20.5% |
| 3Y | -34.6% | -1.7% | -32.9% | -36.0% |
| 5Y | -22.8% | +29.3% | -52.1% | -30.0% |
| All | -22.8% | +29.0% | -51.9% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling