+34,054.1%
HD vs GIS
+1,380.5%
+32,673.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +5.2% | +1.5% | +3.7% | +4.6% |
| 30D | +20.7% | +9.2% | +11.5% | +16.6% |
| 3M | +0.8% | -5.4% | +6.2% | +2.6% |
| 6M | +12.2% | +3.4% | +8.8% | +9.9% |
| YTD | +4.2% | -20.5% | +24.7% | +12.7% |
| 1Y | -2.6% | -20.0% | +17.4% | +5.0% |
| 3Y | +30.0% | -38.6% | +68.6% | +52.6% |
| 5Y | +8.1% | -33.1% | +41.2% | +20.4% |
| 10Y | +247.2% | -16.4% | +263.6% | +237.3% |
| All | +34,054.1% | +1,380.5% | +32,673.6% | +6,530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling