-34.6%
GIS vs NDAQ
+91.7%
-126.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -8.3% | -2.6% | -5.7% | -8.0% |
| 30D | +2.2% | +0.5% | +1.7% | +2.1% |
| 3M | +15.7% | +9.9% | +5.8% | +14.6% |
| 6M | -12.0% | +8.2% | -20.2% | -12.7% |
| YTD | -15.0% | -1.5% | -13.5% | -15.3% |
| 1Y | -20.1% | +1.3% | -21.4% | -20.6% |
| 3Y | -34.6% | +92.6% | -127.2% | -41.2% |
| All | -34.6% | +91.7% | -126.3% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling