+358.3%
SE vs GIS
-8.3%
+366.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -1.5% | -8.1% | +6.6% | -0.9% |
| 30D | -22.3% | +5.3% | -27.6% | -22.7% |
| 3M | -41.8% | -10.5% | -31.3% | -41.4% |
| 6M | -22.4% | +1.8% | -24.2% | -22.6% |
| YTD | -41.6% | -22.9% | -18.6% | -40.8% |
| 1Y | -48.0% | -22.9% | -25.1% | -47.4% |
| 3Y | +63.9% | -40.5% | +104.4% | +68.5% |
| 5Y | -78.2% | -34.9% | -43.3% | -78.2% |
| All | +358.3% | -8.3% | +366.6% | +301.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling