-25.2%
GIS vs HIG
+118.8%
-144.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -8.4% | -2.3% | -6.1% | -7.9% |
| 30D | -5.2% | -1.2% | -4.0% | -4.9% |
| 3M | +8.2% | +6.3% | +1.9% | +6.4% |
| 6M | -12.0% | +0.6% | -12.6% | -12.3% |
| YTD | -18.9% | +0.6% | -19.5% | -19.3% |
| 1Y | -23.6% | +6.1% | -29.7% | -25.0% |
| 3Y | -37.6% | +102.0% | -139.6% | -46.9% |
| 5Y | -25.2% | +119.2% | -144.4% | -38.3% |
| All | -25.2% | +118.8% | -144.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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