+52.0%
V vs GIS
-35.3%
+87.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.9% | -8.6% | +5.7% | -1.8% |
| 30D | +1.9% | -0.5% | +2.3% | +1.9% |
| 3M | +13.2% | +11.9% | +1.3% | +11.8% |
| 6M | +16.7% | -11.6% | +28.3% | +17.9% |
| YTD | +5.4% | -16.3% | +21.7% | +6.9% |
| 1Y | +7.7% | -21.8% | +29.4% | +10.2% |
| All | +52.0% | -35.3% | +87.3% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling