-25.4%
GIS vs S
-57.7%
+32.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -8.6% | -1.2% | -7.4% | -8.6% |
| 30D | -0.5% | -12.6% | +12.1% | -0.8% |
| 3M | +11.9% | +27.6% | -15.7% | +12.7% |
| 6M | -11.6% | +35.5% | -47.1% | -10.6% |
| YTD | -16.3% | +29.6% | -45.9% | -15.5% |
| 1Y | -21.8% | +8.1% | -29.9% | -21.3% |
| 3Y | -35.7% | +14.8% | -50.4% | -34.8% |
| 5Y | -22.9% | -70.6% | +47.7% | -23.6% |
| All | -25.4% | -57.7% | +32.4% | -25.4% |
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