+25.0%
V vs GIS
-23.4%
+48.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -0.4% | -8.1% | +7.7% | +0.6% |
| 30D | +6.3% | +5.3% | +1.0% | +5.8% |
| 3M | +17.2% | -10.5% | +27.7% | +18.1% |
| 6M | +29.2% | +1.8% | +27.4% | +29.8% |
| YTD | +20.8% | -22.9% | +43.7% | +18.2% |
| 1Y | +25.0% | -22.9% | +47.9% | +21.8% |
| All | +25.0% | -23.4% | +48.4% | +21.8% |
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