+206.1%
GLD vs GIS
-16.9%
+223.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | -4.6% | -3.4% | -1.2% | -4.5% |
| 30D | -5.5% | +6.9% | -12.3% | -5.7% |
| 3M | -10.9% | -10.1% | -0.8% | -10.6% |
| 6M | -17.4% | +5.9% | -23.3% | -17.8% |
| YTD | -10.3% | -21.1% | +10.8% | -9.5% |
| 1Y | -7.2% | -22.5% | +15.3% | -6.3% |
| 3Y | +96.9% | -39.0% | +135.9% | +100.6% |
| 5Y | +103.8% | -33.3% | +137.1% | +106.1% |
| All | +206.1% | -16.9% | +223.0% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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