+1,381.0%
NET vs GIS
-11.6%
+1,392.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -1.8% |
| 7D | -16.4% | +8.5% | -24.8% | -15.3% |
| 30D | -25.8% | +15.3% | -41.2% | -24.3% |
| 3M | -11.5% | +0.9% | -12.5% | -11.0% |
| 6M | +18.9% | +7.9% | +11.0% | +20.9% |
| YTD | +35.2% | -17.6% | +52.8% | +33.0% |
| 1Y | +14.5% | -17.4% | +31.8% | +12.7% |
| 3Y | +313.8% | -36.8% | +350.6% | +301.4% |
| 5Y | +32.6% | -29.8% | +62.3% | +23.6% |
| All | +1,381.0% | -11.6% | +1,392.6% | +1,104.2% |
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