+586.9%
GIS vs HIG
+980.5%
-393.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | -8.3% | -1.1% | -7.2% | -8.2% |
| 30D | +2.2% | -4.9% | +7.1% | +2.6% |
| 3M | +15.7% | +6.8% | +8.9% | +15.1% |
| 6M | -12.0% | -1.7% | -10.3% | -11.9% |
| YTD | -15.0% | -0.2% | -14.7% | -15.0% |
| 1Y | -20.1% | +5.7% | -25.8% | -20.5% |
| 3Y | -34.6% | +100.3% | -134.9% | -38.1% |
| 5Y | -22.8% | +118.5% | -141.3% | -27.7% |
| 10Y | -18.5% | +309.7% | -328.2% | -28.4% |
| All | +586.9% | +980.5% | -393.6% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling