-23.1%
HD vs GIS
-21.4%
-1.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -1.8% | -8.6% | +6.8% | +0.8% |
| 30D | -10.8% | -0.5% | -10.4% | -11.0% |
| 3M | -2.7% | +11.9% | -14.6% | -6.4% |
| 6M | -10.3% | -11.6% | +1.3% | -7.9% |
| YTD | -7.8% | -16.3% | +8.5% | -4.4% |
| 1Y | -23.1% | -21.8% | -1.4% | -19.4% |
| All | -23.1% | -21.4% | -1.7% | -19.4% |
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