+34,456.9%
LOW vs GIS
+1,457.4%
+32,999.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.6% | -8.6% | +8.0% | +2.8% |
| 30D | -9.3% | -0.5% | -8.8% | -9.3% |
| 3M | -8.1% | +11.9% | -20.0% | -12.4% |
| 6M | -19.8% | -11.6% | -8.2% | -16.4% |
| YTD | -16.4% | -16.3% | 0.0% | -11.3% |
| 1Y | -24.7% | -21.8% | -2.9% | -18.1% |
| 3Y | -8.8% | -35.7% | +26.8% | +5.1% |
| 5Y | +7.8% | -22.9% | +30.6% | +13.5% |
| 10Y | +233.8% | -16.8% | +250.7% | +227.0% |
| All | +34,456.9% | +1,457.4% | +32,999.5% | +8,154.7% |
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