-42.1%
GIS vs SN
+496.6%
-538.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | +2.2% | -5.6% | +7.8% | +2.2% |
| 3M | +15.7% | +48.1% | -32.4% | +15.4% |
| 6M | -12.0% | +57.6% | -69.6% | -12.2% |
| YTD | -15.0% | +56.5% | -71.5% | -15.3% |
| 1Y | -20.1% | +52.6% | -72.7% | -20.3% |
| 3Y | -34.6% | +412.0% | -446.6% | -37.2% |
| All | -42.1% | +496.6% | -538.8% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling