+185.7%
GS vs GIS
-19.2%
+204.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.1% |
| 7D | +0.9% | -7.8% | +8.8% | +0.9% |
| 30D | -1.6% | +6.6% | -8.1% | -1.6% |
| 3M | -4.5% | +21.0% | -25.4% | -5.0% |
| 6M | +20.9% | -9.1% | +29.9% | +21.5% |
| YTD | +19.9% | -13.6% | +33.5% | +20.6% |
| 1Y | +41.4% | -18.0% | +59.4% | +42.7% |
| 3Y | +239.2% | -33.7% | +272.8% | +245.4% |
| All | +185.7% | -19.2% | +204.9% | +178.7% |
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