+50.9%
O vs GIS
-19.3%
+70.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | 0.0% |
| 7D | -3.5% | -8.4% | +4.9% | -1.0% |
| 30D | -3.3% | -5.2% | +1.9% | -1.9% |
| 3M | -2.8% | +8.2% | -11.0% | -5.5% |
| 6M | -5.8% | -12.0% | +6.3% | -2.7% |
| YTD | +9.4% | -18.9% | +28.3% | +15.4% |
| 1Y | +5.7% | -23.6% | +29.3% | +13.4% |
| 3Y | +27.2% | -37.6% | +64.8% | +44.3% |
| 5Y | +17.2% | -25.2% | +42.4% | +24.8% |
| All | +50.9% | -19.3% | +70.2% | +65.1% |
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