+327.1%
NET vs GIS
-33.1%
+360.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.8% |
| 7D | -7.0% | -7.8% | +0.9% | -9.4% |
| 30D | -4.8% | +6.6% | -11.4% | -2.6% |
| 3M | +3.8% | +21.0% | -17.1% | +12.2% |
| 6M | +50.0% | -9.1% | +59.1% | +42.9% |
| YTD | +41.5% | -13.6% | +55.1% | +32.7% |
| 1Y | +32.8% | -18.0% | +50.8% | +22.4% |
| All | +327.1% | -33.1% | +360.1% | +273.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling