+14.7%
GIII vs SPY
+76.5%
-61.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -21.6% | -1.4% | -20.3% | -20.6% |
| 3M | -18.8% | +3.7% | -22.5% | -21.9% |
| 6M | -5.3% | +13.0% | -18.3% | -16.6% |
| YTD | -4.3% | +12.4% | -16.7% | -15.2% |
| 1Y | +3.4% | +18.5% | -15.1% | -13.4% |
| All | +14.7% | +76.5% | -61.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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