+484.0%
V vs GIS
-16.9%
+500.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | +0.9% | -3.4% | +4.3% | +1.6% |
| 30D | +9.0% | +6.9% | +2.1% | +7.4% |
| 3M | +16.7% | -10.1% | +26.8% | +19.0% |
| 6M | +33.4% | +5.9% | +27.6% | +31.3% |
| YTD | +22.4% | -21.1% | +43.5% | +27.4% |
| 1Y | +27.7% | -22.5% | +50.2% | +33.4% |
| 3Y | +78.0% | -39.0% | +117.0% | +94.4% |
| 5Y | +108.5% | -33.3% | +141.8% | +120.2% |
| All | +484.0% | -16.9% | +500.9% | +475.0% |
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