+254.3%
GIS vs SNY
+241.9%
+12.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.4% | -3.3% | -3.0% | -5.7% |
| 30D | -6.1% | -2.2% | -4.0% | -5.7% |
| 3M | +7.8% | -3.0% | +10.9% | +8.5% |
| 6M | -8.8% | +2.7% | -11.5% | -9.4% |
| YTD | -19.1% | -6.8% | -12.3% | -18.0% |
| 1Y | -24.8% | -5.3% | -19.5% | -24.1% |
| 3Y | -37.6% | -9.8% | -27.8% | -37.2% |
| 5Y | -25.4% | +9.7% | -35.1% | -28.8% |
| 10Y | -19.6% | +64.5% | -84.1% | -30.6% |
| All | +254.3% | +241.9% | +12.4% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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