+784.7%
GIII vs SPY
+3,091.8%
-2,307.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | -17.1% | +0.1% | -17.2% | -17.3% |
| 30D | -23.9% | +0.1% | -24.0% | -24.1% |
| 3M | -13.2% | +2.0% | -15.2% | -15.3% |
| 6M | -9.0% | +13.0% | -22.0% | -19.8% |
| YTD | -3.6% | +13.5% | -17.1% | -15.4% |
| 1Y | +1.4% | +20.0% | -18.6% | -15.9% |
| 3Y | +38.8% | +77.2% | -38.4% | -22.2% |
| 5Y | -12.5% | +81.9% | -94.4% | -50.7% |
| 10Y | -14.8% | +314.1% | -328.9% | -74.1% |
| All | +784.7% | +3,091.8% | -2,307.1% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling