+1,564.8%
QQQ vs GIS
+342.3%
+1,222.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +1.0% | -8.6% | +9.6% | +3.3% |
| 30D | -0.6% | -0.5% | -0.2% | -0.7% |
| 3M | +1.3% | +11.9% | -10.6% | -2.3% |
| 6M | +18.1% | -11.6% | +29.7% | +21.0% |
| YTD | +16.9% | -16.3% | +33.2% | +21.0% |
| 1Y | +24.0% | -21.8% | +45.7% | +30.4% |
| 3Y | +95.6% | -35.7% | +131.3% | +113.3% |
| 5Y | +94.5% | -22.9% | +117.4% | +96.1% |
| 10Y | +571.7% | -16.8% | +588.5% | +539.5% |
| All | +1,564.8% | +342.3% | +1,222.5% | +950.0% |
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