-3.5%
HD vs GIS
-21.5%
+18.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -1.2% | -4.6% | +3.4% | +0.5% |
| 30D | +20.9% | +6.6% | +14.3% | +18.3% |
| 3M | -0.2% | -8.1% | +7.9% | +1.8% |
| 6M | +14.5% | +4.9% | +9.6% | +11.6% |
| YTD | +4.3% | -21.4% | +25.7% | +10.1% |
| 1Y | -3.5% | -21.6% | +18.1% | +2.1% |
| All | -3.5% | -21.5% | +18.1% | +2.1% |
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 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