-25.7%
GIS vs SITM
+187.3%
-213.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.1% |
| 7D | -6.4% | +3.9% | -10.2% | -6.2% |
| 30D | -6.1% | -6.6% | +0.5% | -6.2% |
| 3M | +7.8% | -11.9% | +19.7% | +8.0% |
| 6M | -8.8% | +81.1% | -89.9% | -6.6% |
| YTD | -19.1% | +80.0% | -99.1% | -17.1% |
| 1Y | -24.8% | +145.8% | -170.6% | -22.0% |
| 3Y | -37.6% | +475.9% | -513.4% | -33.0% |
| All | -25.7% | +187.3% | -213.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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