+203.4%
HD vs GIS
-19.3%
+222.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.7% |
| 7D | -3.9% | -8.4% | +4.5% | -1.6% |
| 30D | -13.1% | -5.2% | -7.9% | -12.0% |
| 3M | -3.4% | +8.2% | -11.6% | -5.8% |
| 6M | -12.6% | -12.0% | -0.5% | -9.9% |
| YTD | -9.2% | -18.9% | +9.6% | -4.6% |
| 1Y | -23.9% | -23.6% | -0.3% | -18.9% |
| 3Y | +0.4% | -37.6% | +38.1% | +11.7% |
| 5Y | +4.5% | -25.2% | +29.7% | +8.8% |
| All | +203.4% | -19.3% | +222.7% | +218.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling