-73.3%
U vs GIS
-33.3%
-39.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +5.6% |
| 7D | +2.6% | -3.4% | +5.9% | +1.9% |
| 30D | +27.6% | +6.9% | +20.7% | +29.3% |
| 3M | +15.3% | -10.1% | +25.5% | +13.6% |
| 6M | +96.4% | +5.9% | +90.5% | +100.3% |
| YTD | +19.6% | -21.1% | +40.7% | +13.5% |
| 1Y | +42.1% | -22.5% | +64.6% | +34.6% |
| 3Y | +87.5% | -39.0% | +126.5% | +72.4% |
| All | -73.3% | -33.3% | -39.9% | -73.4% |
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