-21.1%
GIS vs SPG
+64.5%
-85.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.4% | -1.2% | -5.2% | -6.3% |
| 30D | -6.1% | -6.1% | 0.0% | -5.8% |
| 3M | +7.8% | -3.6% | +11.5% | +8.0% |
| 6M | -8.8% | +10.4% | -19.2% | -9.1% |
| YTD | -19.1% | +14.4% | -33.5% | -19.5% |
| 1Y | -24.8% | +16.5% | -41.3% | -25.2% |
| 3Y | -37.6% | +106.8% | -144.4% | -39.0% |
| 5Y | -25.4% | +108.9% | -134.3% | -27.3% |
| All | -21.1% | +64.5% | -85.6% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling