+13,164.2%
GOOG vs GIS
+229.0%
+12,935.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -1.6% | -8.6% | +7.0% | +0.7% |
| 30D | -7.7% | -0.5% | -7.2% | -7.7% |
| 3M | -9.3% | +11.9% | -21.2% | -12.4% |
| 6M | +7.4% | -11.6% | +19.0% | +10.4% |
| YTD | +4.9% | -16.3% | +21.2% | +8.9% |
| 1Y | +37.2% | -21.8% | +59.0% | +44.6% |
| 3Y | +141.6% | -35.7% | +177.3% | +163.8% |
| 5Y | +128.8% | -22.9% | +151.6% | +128.2% |
| 10Y | +772.7% | -16.8% | +789.5% | +713.4% |
| All | +13,164.2% | +229.0% | +12,935.2% | +6,583.1% |
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 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