-41.2%
GIS vs SN
+490.7%
-531.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.5% |
| 7D | -7.8% | -9.3% | +1.5% | -7.8% |
| 30D | +6.6% | -4.8% | +11.4% | +6.6% |
| 3M | +21.0% | +40.4% | -19.5% | +20.7% |
| 6M | -9.1% | +50.9% | -60.0% | -9.3% |
| YTD | -13.6% | +54.9% | -68.6% | -13.9% |
| 1Y | -18.0% | +43.0% | -61.0% | -18.1% |
| 3Y | -33.7% | +391.8% | -425.5% | -36.3% |
| All | -41.2% | +490.7% | -531.9% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling