+20.7%
GLD vs GIS
-21.4%
+42.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | +0.1% | -8.6% | +8.7% | +0.1% |
| 30D | +0.2% | -0.5% | +0.7% | +0.1% |
| 3M | +3.2% | +11.9% | -8.7% | +2.9% |
| 6M | -14.6% | -11.6% | -3.0% | -14.5% |
| YTD | +1.8% | -16.3% | +18.1% | +3.0% |
| 1Y | +20.7% | -21.8% | +42.5% | +21.1% |
| All | +20.7% | -21.4% | +42.2% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling