-29.9%
GIS vs S
-48.3%
+18.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -4.6% | +1.2% | -5.8% | -4.5% |
| 30D | +6.6% | -7.3% | +13.9% | +6.5% |
| 3M | -8.1% | +5.9% | -14.0% | -7.8% |
| 6M | +4.9% | +45.6% | -40.7% | +6.2% |
| YTD | -21.4% | +58.5% | -79.9% | -20.1% |
| 1Y | -21.6% | +37.6% | -59.2% | -20.6% |
| 3Y | -39.3% | +51.7% | -91.0% | -38.0% |
| 5Y | -33.2% | -67.5% | +34.3% | -33.7% |
| All | -29.9% | -48.3% | +18.4% | -29.5% |
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