+374.9%
V vs GIS
-19.3%
+394.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.6% |
| 7D | -3.0% | -8.4% | +5.4% | -1.3% |
| 30D | +1.2% | -5.2% | +6.4% | +2.3% |
| 3M | +13.9% | +8.2% | +5.7% | +11.8% |
| 6M | +17.2% | -12.0% | +29.3% | +20.0% |
| YTD | +5.3% | -18.9% | +24.2% | +9.3% |
| 1Y | +9.5% | -23.6% | +33.1% | +15.0% |
| 3Y | +51.9% | -37.6% | +89.5% | +65.5% |
| 5Y | +69.6% | -25.2% | +94.8% | +74.3% |
| All | +374.9% | -19.3% | +394.2% | +396.1% |
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