+5,387.7%
O vs GIS
+792.4%
+4,595.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | -0.7% | -7.8% | +7.1% | +2.0% |
| 30D | -1.9% | +6.6% | -8.5% | -4.1% |
| 3M | +3.8% | +21.0% | -17.1% | -3.1% |
| 6M | -4.7% | -9.1% | +4.3% | -2.3% |
| YTD | +12.5% | -13.6% | +26.1% | +16.9% |
| 1Y | +10.8% | -18.0% | +28.9% | +17.1% |
| 3Y | +28.8% | -33.7% | +62.4% | +45.2% |
| 5Y | +13.2% | -19.4% | +32.6% | +17.9% |
| 10Y | +53.5% | -21.3% | +74.7% | +56.0% |
| All | +5,387.7% | +792.4% | +4,595.4% | +3,335.9% |
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