-33.2%
GIS vs NDAQ
+69.3%
-102.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +6.6% | +16.3% | -9.7% | +4.6% |
| 3M | -8.1% | +15.8% | -23.9% | -9.7% |
| 6M | +4.9% | +24.8% | -19.9% | +2.2% |
| YTD | -21.4% | +14.1% | -35.4% | -22.9% |
| 1Y | -21.6% | +26.5% | -48.1% | -24.0% |
| 3Y | -39.3% | +119.1% | -158.4% | -45.1% |
| 5Y | -33.2% | +70.9% | -104.1% | -38.5% |
| All | -33.2% | +69.3% | -102.5% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling