-17.4%
GIS vs SPG
+34.3%
-51.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +3.6% |
| 7D | +8.5% | +8.2% | +0.3% | +4.2% |
| 30D | +15.3% | +13.5% | +1.9% | +8.3% |
| 3M | +0.9% | +2.2% | -1.3% | -1.2% |
| 6M | +7.9% | +15.9% | -7.9% | +3.0% |
| YTD | -17.6% | +27.6% | -45.2% | -24.1% |
| 1Y | -17.4% | +30.9% | -48.3% | -25.3% |
| All | -17.4% | +34.3% | -51.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling