+198.8%
GS vs GIS
-40.4%
+239.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.6% |
| 7D | +5.1% | -8.1% | +13.2% | +4.2% |
| 30D | +2.4% | +5.3% | -2.9% | +3.1% |
| 3M | -11.5% | -10.5% | -0.9% | -12.5% |
| 6M | -2.5% | +1.8% | -4.3% | -2.4% |
| YTD | +5.5% | -22.9% | +28.4% | +3.5% |
| 1Y | +11.0% | -22.9% | +34.0% | +9.0% |
| All | +198.8% | -40.4% | +239.1% | +186.9% |
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