-77.8%
SE vs GIS
-33.6%
-44.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.7% |
| 7D | -7.7% | -4.6% | -3.2% | -8.0% |
| 30D | -22.8% | +6.6% | -29.4% | -22.4% |
| 3M | -43.7% | -8.1% | -35.6% | -44.0% |
| 6M | -12.8% | +4.9% | -17.7% | -12.0% |
| YTD | -42.0% | -21.4% | -20.6% | -44.0% |
| 1Y | -48.0% | -21.6% | -26.4% | -49.8% |
| 3Y | +62.7% | -39.3% | +102.0% | +52.6% |
| 5Y | -77.8% | -33.2% | -44.6% | -77.8% |
| All | -77.8% | -33.6% | -44.2% | -77.8% |
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