+5,221.4%
O vs GIS
+715.1%
+4,506.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.5% |
| 7D | -0.4% | -3.4% | +3.0% | +0.7% |
| 30D | +7.1% | +6.9% | +0.2% | +4.6% |
| 3M | -5.2% | -10.1% | +4.9% | -2.2% |
| 6M | -1.8% | +5.9% | -7.6% | -4.5% |
| YTD | +9.1% | -21.1% | +30.2% | +16.5% |
| 1Y | +9.7% | -22.5% | +32.2% | +17.8% |
| 3Y | +39.1% | -39.0% | +78.1% | +60.9% |
| 5Y | +8.4% | -33.3% | +41.7% | +20.1% |
| 10Y | +80.2% | -17.0% | +97.2% | +78.6% |
| All | +5,221.4% | +715.1% | +4,506.4% | +3,324.1% |
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 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