-18.0%
GIS vs SPG
+21.3%
-39.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -7.8% | -2.4% | -5.5% | -7.0% |
| 30D | +6.6% | -6.8% | +13.4% | +9.3% |
| 3M | +21.0% | +2.7% | +18.3% | +21.7% |
| 6M | -9.1% | +5.5% | -14.5% | -9.0% |
| YTD | -13.6% | +15.7% | -29.3% | -15.8% |
| 1Y | -18.0% | +20.9% | -38.9% | -21.0% |
| All | -18.0% | +21.3% | -39.4% | -21.0% |
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