+478.5%
GS vs GIS
-17.6%
+496.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.4% | +4.8% |
| 7D | +0.8% | +0.4% | +0.5% | +0.8% |
| 30D | +1.2% | +10.1% | -8.9% | 0.0% |
| 3M | -12.4% | -3.7% | -8.8% | -12.3% |
| 6M | -2.3% | +4.3% | -6.6% | -3.5% |
| YTD | +4.6% | -19.8% | +24.4% | +7.0% |
| 1Y | +17.5% | -20.5% | +38.0% | +20.3% |
| 3Y | +202.0% | -38.3% | +240.4% | +219.4% |
| 5Y | +152.4% | -32.2% | +184.5% | +158.7% |
| 10Y | +478.5% | -18.0% | +496.5% | +441.8% |
| All | +478.5% | -17.6% | +496.1% | +441.8% |
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