-38.3%
GIS vs SN
+428.0%
-466.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -1.8% |
| 7D | +0.4% | +7.6% | -7.3% | +0.2% |
| 30D | +10.1% | +24.1% | -14.0% | +9.6% |
| 3M | -3.7% | +23.7% | -27.4% | -4.1% |
| 6M | +4.3% | +105.5% | -101.3% | +3.7% |
| YTD | -19.8% | +105.1% | -124.9% | -20.4% |
| 1Y | -20.5% | +148.3% | -168.7% | -20.9% |
| 3Y | -38.3% | +438.7% | -477.0% | -42.4% |
| All | -38.3% | +428.0% | -466.4% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling