+230.7%
GM vs GIS
+83.4%
+147.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -1.1% | -8.6% | +7.5% | +0.8% |
| 30D | -4.6% | -0.5% | -4.1% | -4.6% |
| 3M | +0.2% | +11.9% | -11.7% | -2.6% |
| 6M | +12.6% | -11.6% | +24.2% | +15.2% |
| YTD | +3.7% | -16.3% | +20.0% | +7.0% |
| 1Y | +45.6% | -21.8% | +67.4% | +52.5% |
| 3Y | +162.0% | -35.7% | +197.6% | +184.5% |
| 5Y | +80.5% | -22.9% | +103.3% | +82.9% |
| 10Y | +231.3% | -16.8% | +248.1% | +221.0% |
| All | +230.7% | +83.4% | +147.3% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling