-18.0%
GIS vs LII
+170.7%
-188.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.0% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +10.1% | -2.0% | +12.0% | +10.3% |
| 3M | -3.7% | -20.2% | +16.6% | -1.2% |
| 6M | +4.3% | -32.5% | +36.8% | +8.4% |
| YTD | -19.8% | -27.4% | +7.6% | -17.6% |
| 1Y | -20.5% | -28.2% | +7.7% | -18.2% |
| 3Y | -38.3% | -7.2% | -31.1% | -39.7% |
| 5Y | -32.2% | +19.9% | -52.1% | -37.3% |
| 10Y | -18.0% | +168.6% | -186.6% | -37.4% |
| All | -18.0% | +170.7% | -188.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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