-4.6%
HD vs GIS
-17.8%
+13.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.2% | +1.3% | +4.6% |
| 7D | +11.9% | +8.5% | +3.5% | +8.7% |
| 30D | +26.4% | +15.3% | +11.1% | +20.4% |
| 3M | +2.8% | +0.9% | +1.9% | +1.5% |
| 6M | +15.5% | +7.9% | +7.5% | +11.3% |
| YTD | +5.5% | -17.6% | +23.1% | +9.7% |
| 1Y | -4.6% | -17.4% | +12.8% | -0.8% |
| All | -4.6% | -17.8% | +13.2% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling