+32.8%
NET vs GIS
-18.7%
+51.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.5% |
| 7D | -7.0% | -7.8% | +0.9% | -8.6% |
| 30D | -4.8% | +6.6% | -11.4% | -3.2% |
| 3M | +3.8% | +21.0% | -17.1% | +11.0% |
| 6M | +50.0% | -9.1% | +59.1% | +39.0% |
| YTD | +41.5% | -13.6% | +55.1% | +29.5% |
| 1Y | +32.8% | -18.0% | +50.8% | +18.3% |
| All | +32.8% | -18.7% | +51.5% | +18.3% |
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