+9,411.2%
INTC vs GIS
+1,368.5%
+8,042.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.2% |
| 7D | +6.0% | -3.4% | +9.4% | +6.9% |
| 30D | -39.2% | +6.9% | -46.1% | -41.1% |
| 3M | -42.9% | -10.1% | -32.8% | -42.2% |
| 6M | -50.4% | +5.9% | -56.3% | -53.1% |
| YTD | +61.7% | -21.1% | +82.8% | +67.2% |
| 1Y | +66.1% | -22.5% | +88.6% | +72.5% |
| 3Y | +58.1% | -39.0% | +97.1% | +75.3% |
| 5Y | +27.9% | -33.3% | +61.2% | +33.7% |
| 10Y | +111.1% | -17.0% | +128.2% | +94.0% |
| All | +9,411.2% | +1,368.5% | +8,042.6% | +2,115.7% |
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