+11.3%
O vs GIS
-17.8%
+29.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +1.8% |
| 7D | +5.8% | +8.5% | -2.7% | +4.0% |
| 30D | +10.7% | +15.3% | -4.7% | +7.4% |
| 3M | -4.5% | +0.9% | -5.5% | -5.3% |
| 6M | -4.1% | +7.9% | -12.1% | -6.2% |
| YTD | +9.8% | -17.6% | +27.4% | +10.4% |
| 1Y | +11.3% | -17.4% | +28.7% | +11.8% |
| All | +11.3% | -17.8% | +29.1% | +11.8% |
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