+917.8%
GIII vs SPY
+3,034.0%
-2,116.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | +1.2% | +2.6% | -1.4% | -1.3% |
| 30D | +15.6% | -2.0% | +17.6% | +17.8% |
| 3M | -5.6% | -2.8% | -2.8% | -3.2% |
| 6M | +8.8% | +2.1% | +6.6% | +5.8% |
| YTD | +10.9% | +11.5% | -0.6% | -1.1% |
| 1Y | +14.2% | +13.5% | +0.7% | -0.1% |
| 3Y | +22.3% | +77.7% | -55.4% | -31.9% |
| 5Y | -1.8% | +72.6% | -74.4% | -41.9% |
| 10Y | +3.6% | +308.2% | -304.5% | -68.1% |
| All | +917.8% | +3,034.0% | -2,116.2% | -8.5% |
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