+12.4%
U vs GIS
-34.3%
+46.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.4% |
| 7D | +4.5% | -8.3% | +12.7% | +3.4% |
| 30D | -0.6% | +2.2% | -2.8% | -0.2% |
| 3M | +48.4% | +15.7% | +32.7% | +52.6% |
| 6M | +115.4% | -12.0% | +127.3% | +105.3% |
| YTD | -3.2% | -15.0% | +11.8% | -7.4% |
| 1Y | -6.0% | -20.1% | +14.1% | -10.5% |
| All | +12.4% | -34.3% | +46.7% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling