+322.4%
NET vs GIS
-36.8%
+359.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -0.7% |
| 7D | -16.4% | +8.5% | -24.8% | -13.7% |
| 30D | -25.8% | +15.3% | -41.2% | -21.7% |
| 3M | -11.5% | +0.9% | -12.5% | -10.3% |
| 6M | +18.9% | +7.9% | +11.0% | +24.1% |
| YTD | +35.2% | -17.6% | +52.8% | +25.8% |
| 1Y | +14.5% | -17.4% | +31.8% | +6.9% |
| All | +322.4% | -36.8% | +359.2% | +286.3% |
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 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