+139.3%
GS vs GIS
-30.4%
+169.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.4% |
| 7D | -3.2% | +3.6% | -6.8% | -3.2% |
| 30D | -2.4% | +13.9% | -16.3% | -2.3% |
| 3M | -15.7% | +0.3% | -16.1% | -15.8% |
| 6M | -6.8% | +5.0% | -11.7% | -7.0% |
| YTD | -0.1% | -18.4% | +18.3% | +0.5% |
| 1Y | +12.1% | -17.4% | +29.5% | +12.6% |
| 3Y | +185.8% | -36.9% | +222.7% | +190.7% |
| All | +139.3% | -30.4% | +169.7% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling