+1,449.6%
NET vs GIS
-7.3%
+1,456.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.2% |
| 7D | -7.0% | -7.8% | +0.9% | -7.8% |
| 30D | -4.8% | +6.6% | -11.4% | -4.0% |
| 3M | +3.8% | +21.0% | -17.1% | +6.5% |
| 6M | +50.0% | -9.1% | +59.1% | +48.3% |
| YTD | +41.5% | -13.6% | +55.1% | +39.3% |
| 1Y | +32.8% | -18.0% | +50.8% | +30.2% |
| 3Y | +335.9% | -33.7% | +369.5% | +323.0% |
| 5Y | +113.8% | -19.4% | +133.3% | +94.7% |
| All | +1,449.6% | -7.3% | +1,456.9% | +1,160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling