+3.6%
GOOG vs GIS
-17.8%
+21.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -1.9% | +3.5% |
| 7D | -10.7% | +8.5% | -19.2% | -10.4% |
| 30D | -16.4% | +15.3% | -31.8% | -15.9% |
| 3M | -23.4% | +0.9% | -24.4% | -23.0% |
| 6M | -24.2% | +7.9% | -32.2% | -23.4% |
| YTD | -8.3% | -17.6% | +9.3% | -14.2% |
| 1Y | +3.6% | -17.4% | +21.0% | -2.1% |
| All | +3.6% | -17.8% | +21.4% | -2.1% |
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