-39.0%
U vs GIS
-16.0%
-23.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.3% |
| 7D | -3.8% | -7.8% | +4.0% | -4.9% |
| 30D | +17.5% | +6.6% | +10.9% | +18.6% |
| 3M | +38.7% | +21.0% | +17.8% | +43.5% |
| 6M | +104.4% | -9.1% | +113.5% | +99.0% |
| YTD | -5.7% | -13.6% | +7.9% | -8.4% |
| 1Y | +3.7% | -18.0% | +21.7% | +0.2% |
| 3Y | +12.3% | -33.7% | +46.0% | +6.5% |
| 5Y | -68.8% | -19.4% | -49.4% | -69.8% |
| All | -39.0% | -16.0% | -23.0% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling