+31,139.8%
HD vs GIS
+1,507.8%
+29,632.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.9% |
| 7D | -2.1% | -7.8% | +5.8% | +1.1% |
| 30D | -8.4% | +6.6% | -15.0% | -10.9% |
| 3M | +4.3% | +21.0% | -16.6% | -3.7% |
| 6M | -11.1% | -9.1% | -2.1% | -8.4% |
| YTD | -4.7% | -13.6% | +8.9% | -0.1% |
| 1Y | -19.8% | -18.0% | -1.8% | -14.4% |
| 3Y | +4.1% | -33.7% | +37.8% | +18.6% |
| 5Y | +10.3% | -19.4% | +29.8% | +13.9% |
| 10Y | +203.2% | -21.3% | +224.4% | +204.1% |
| All | +31,139.8% | +1,507.8% | +29,632.0% | +5,781.8% |
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