-38.4%
U vs GIS
-21.1%
-17.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.5% |
| 7D | 0.0% | -8.4% | +8.4% | -1.2% |
| 30D | -4.1% | -5.2% | +1.1% | -4.8% |
| 3M | +57.8% | +8.2% | +49.6% | +60.2% |
| 6M | +103.5% | -12.0% | +115.5% | +97.7% |
| YTD | -4.8% | -18.9% | +14.1% | -8.3% |
| 1Y | -2.4% | -23.6% | +21.2% | -6.6% |
| 3Y | +11.7% | -37.6% | +49.3% | +5.0% |
| 5Y | -68.9% | -25.2% | -43.7% | -70.1% |
| All | -38.4% | -21.1% | -17.3% | -37.1% |
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