-4.6%
GIII vs SPY
+79.8%
-84.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | +1.6% | -2.0% | +3.6% | +4.1% |
| 30D | -18.9% | -1.7% | -17.2% | -17.4% |
| 3M | -18.6% | +4.7% | -23.3% | -23.4% |
| 6M | -6.0% | +12.5% | -18.5% | -19.2% |
| YTD | -3.8% | +11.7% | -15.5% | -16.7% |
| 1Y | +4.7% | +17.5% | -12.8% | -15.0% |
| 3Y | +18.2% | +76.6% | -58.4% | -45.4% |
| 5Y | -4.6% | +82.0% | -86.6% | -56.1% |
| All | -4.6% | +79.8% | -84.3% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling