+8.1%
HD vs GIS
-32.9%
+41.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +5.2% | +1.5% | +3.7% | +4.8% |
| 30D | +20.7% | +9.2% | +11.5% | +18.1% |
| 3M | +0.8% | -5.4% | +6.2% | +1.8% |
| 6M | +12.2% | +3.4% | +8.8% | +10.8% |
| YTD | +4.2% | -20.5% | +24.7% | +8.8% |
| 1Y | -2.6% | -20.0% | +17.4% | +1.6% |
| 3Y | +30.0% | -38.6% | +68.6% | +41.3% |
| 5Y | +8.1% | -33.1% | +41.2% | +16.3% |
| All | +8.1% | -32.9% | +41.0% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling