+243.0%
GS vs GIS
-33.1%
+276.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | -0.2% |
| 7D | +0.9% | -7.8% | +8.8% | +0.1% |
| 30D | -1.6% | +6.6% | -8.1% | -1.0% |
| 3M | -4.5% | +21.0% | -25.4% | -3.1% |
| 6M | +20.9% | -9.1% | +29.9% | +20.5% |
| YTD | +19.9% | -13.6% | +33.5% | +19.2% |
| 1Y | +41.4% | -18.0% | +59.4% | +40.5% |
| All | +243.0% | -33.1% | +276.1% | +238.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling