+3,297.7%
V vs GIS
+118.1%
+3,179.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.4% |
| 7D | -0.4% | -8.1% | +7.7% | +2.3% |
| 30D | +6.3% | +5.3% | +1.0% | +4.4% |
| 3M | +17.2% | -10.5% | +27.7% | +20.9% |
| 6M | +29.2% | +1.8% | +27.4% | +27.4% |
| YTD | +20.8% | -22.9% | +43.7% | +29.5% |
| 1Y | +25.0% | -22.9% | +47.9% | +33.9% |
| 3Y | +75.3% | -40.5% | +115.8% | +102.1% |
| 5Y | +105.8% | -34.9% | +140.7% | +124.6% |
| 10Y | +451.9% | -19.0% | +470.9% | +429.3% |
| All | +3,297.7% | +118.1% | +3,179.7% | +1,824.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling