-66.3%
SE vs GIS
-23.6%
-42.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.2% |
| 7D | -3.6% | -8.6% | +5.0% | -4.3% |
| 30D | -5.3% | -0.5% | -4.8% | -5.3% |
| 3M | +28.1% | +11.9% | +16.2% | +29.8% |
| 6M | +20.7% | -11.6% | +32.2% | +17.9% |
| YTD | -14.8% | -16.3% | +1.5% | -17.3% |
| 1Y | -43.6% | -21.8% | -21.8% | -45.7% |
| 3Y | +184.2% | -35.7% | +219.9% | +168.4% |
| 5Y | -66.3% | -22.9% | -43.4% | -66.8% |
| All | -66.3% | -23.6% | -42.7% | -66.8% |
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