+57.4%
INTC vs GIS
-17.8%
+75.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.2% | -9.0% | +1.2% |
| 7D | -39.0% | +8.5% | -47.5% | -33.2% |
| 30D | -49.8% | +15.3% | -65.2% | -41.6% |
| 3M | -42.2% | +0.9% | -43.2% | -38.9% |
| 6M | -39.2% | +7.9% | -47.1% | -30.2% |
| YTD | +57.9% | -17.6% | +75.5% | +62.1% |
| 1Y | +57.4% | -17.4% | +74.7% | +63.4% |
| All | +57.4% | -17.8% | +75.1% | +63.4% |
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