+2,064.0%
GS vs GIS
+386.9%
+1,677.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.9% |
| 7D | +0.9% | -7.8% | +8.8% | +3.6% |
| 30D | -1.6% | +6.6% | -8.1% | -3.9% |
| 3M | -4.5% | +21.0% | -25.4% | -11.4% |
| 6M | +20.9% | -9.1% | +29.9% | +23.4% |
| YTD | +19.9% | -13.6% | +33.5% | +23.8% |
| 1Y | +41.4% | -18.0% | +59.4% | +48.1% |
| 3Y | +239.2% | -33.7% | +272.8% | +275.3% |
| 5Y | +185.0% | -19.4% | +204.5% | +185.2% |
| 10Y | +655.0% | -21.3% | +676.2% | +631.1% |
| All | +2,064.0% | +386.9% | +1,677.1% | +978.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling