+95.7%
QQQ vs GIS
-25.1%
+120.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -0.6% | -6.4% | +5.8% | -1.0% |
| 30D | -1.2% | -6.1% | +4.9% | -1.6% |
| 3M | -0.2% | +7.8% | -8.0% | +0.3% |
| 6M | +17.9% | -8.8% | +26.7% | +17.9% |
| YTD | +16.6% | -19.1% | +35.8% | +16.2% |
| 1Y | +23.0% | -24.8% | +47.7% | +22.4% |
| 3Y | +92.9% | -37.6% | +130.5% | +90.9% |
| All | +95.7% | -25.1% | +120.8% | +89.5% |
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