-29.6%
GIS vs S
-51.7%
+22.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -3.4% | +2.0% | -5.3% | -3.3% |
| 30D | +6.9% | -2.7% | +9.6% | +6.9% |
| 3M | -10.1% | -6.9% | -3.2% | -10.2% |
| 6M | +5.9% | +38.1% | -32.2% | +7.0% |
| YTD | -21.1% | +48.0% | -69.1% | -20.0% |
| 1Y | -22.5% | +34.5% | -56.9% | -21.6% |
| 3Y | -39.0% | +38.3% | -77.3% | -37.8% |
| 5Y | -33.3% | -70.9% | +37.6% | -34.1% |
| All | -29.6% | -51.7% | +22.1% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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