+780.7%
GOOG vs GIS
-19.5%
+800.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | -6.4% | +6.4% | +0.6% |
| 30D | -2.0% | -6.1% | +4.1% | -1.4% |
| 3M | -5.9% | +7.8% | -13.7% | -6.6% |
| 6M | +8.9% | -8.8% | +17.7% | +9.6% |
| YTD | +7.1% | -19.1% | +26.2% | +8.8% |
| 1Y | +39.7% | -24.8% | +64.4% | +42.7% |
| 3Y | +145.8% | -37.6% | +183.4% | +154.4% |
| 5Y | +138.6% | -25.4% | +164.0% | +135.0% |
| All | +780.7% | -19.5% | +800.2% | +771.7% |
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