+102.3%
INTC vs GIS
-25.0%
+127.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -6.1% |
| 7D | +9.4% | -8.4% | +17.8% | +7.7% |
| 30D | +2.7% | -5.2% | +7.9% | +1.7% |
| 3M | -6.3% | +8.2% | -14.4% | -5.2% |
| 6M | +114.5% | -12.0% | +126.5% | +117.2% |
| YTD | +171.9% | -18.9% | +190.7% | +175.6% |
| 1Y | +305.0% | -23.6% | +328.6% | +311.6% |
| 3Y | +168.3% | -37.6% | +206.0% | +175.5% |
| 5Y | +102.3% | -25.2% | +127.5% | +95.9% |
| All | +102.3% | -25.0% | +127.3% | +95.9% |
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