+15.3%
O vs GIS
-23.6%
+38.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -2.3% | -8.6% | +6.3% | +0.3% |
| 30D | -2.4% | -0.5% | -2.0% | -2.5% |
| 3M | -0.6% | +11.9% | -12.5% | -4.3% |
| 6M | -5.0% | -11.6% | +6.6% | -1.9% |
| YTD | +10.4% | -16.3% | +26.7% | +15.5% |
| 1Y | +6.6% | -21.8% | +28.3% | +13.8% |
| 3Y | +28.4% | -35.7% | +64.0% | +45.3% |
| 5Y | +15.3% | -22.9% | +38.1% | +17.8% |
| All | +15.3% | -23.6% | +38.9% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling