+138.9%
GLD vs GIS
-21.0%
+160.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.7% |
| 7D | +0.7% | -8.3% | +9.0% | +0.9% |
| 30D | +0.3% | +2.2% | -1.9% | +0.2% |
| 3M | +0.6% | +15.7% | -15.1% | +0.1% |
| 6M | -15.6% | -12.0% | -3.6% | -15.3% |
| YTD | +0.9% | -15.0% | +15.8% | +1.3% |
| 1Y | +19.4% | -20.1% | +39.5% | +20.1% |
| 3Y | +124.5% | -34.6% | +159.1% | +126.5% |
| 5Y | +138.9% | -22.8% | +161.8% | +146.5% |
| All | +138.9% | -21.0% | +160.0% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling