-43.0%
GIS vs SN
+476.8%
-519.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.6% |
| 7D | -8.6% | -3.4% | -5.2% | -8.6% |
| 30D | -0.5% | -9.1% | +8.6% | -0.4% |
| 3M | +11.9% | +31.8% | -19.9% | +11.7% |
| 6M | -11.6% | +52.0% | -63.6% | -11.8% |
| YTD | -16.3% | +51.3% | -67.6% | -16.6% |
| 1Y | -21.8% | +46.9% | -68.6% | -21.9% |
| 3Y | -35.7% | +394.9% | -430.6% | -38.2% |
| All | -43.0% | +476.8% | -519.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling