+29.3%
V vs GIS
-17.8%
+47.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.2% |
| 7D | +9.0% | +8.5% | +0.5% | +8.0% |
| 30D | +18.1% | +15.3% | +2.8% | +16.4% |
| 3M | +18.3% | +0.9% | +17.4% | +18.0% |
| 6M | +34.1% | +7.9% | +26.2% | +33.5% |
| YTD | +25.2% | -17.6% | +42.8% | +21.8% |
| 1Y | +29.3% | -17.4% | +46.7% | +24.9% |
| All | +29.3% | -17.8% | +47.1% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling