+1,796.5%
GS vs GIS
+348.3%
+1,448.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.6% | +1.5% | 0.0% | +1.0% |
| 30D | +1.7% | +9.2% | -7.5% | -1.5% |
| 3M | -11.6% | -5.4% | -6.2% | -10.8% |
| 6M | -1.9% | +3.4% | -5.3% | -4.8% |
| YTD | +5.1% | -20.5% | +25.5% | +10.8% |
| 1Y | +16.4% | -20.0% | +36.4% | +22.3% |
| 3Y | +199.0% | -38.6% | +237.6% | +237.5% |
| 5Y | +157.4% | -33.1% | +190.5% | +175.0% |
| 10Y | +457.2% | -16.4% | +473.6% | +414.3% |
| All | +1,796.5% | +348.3% | +1,448.1% | +864.6% |
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 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