-39.0%
GIS vs SPG
+135.6%
-174.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -3.4% | +2.0% | -5.3% | -3.8% |
| 30D | +6.9% | +17.2% | -10.4% | +3.1% |
| 3M | -10.1% | +6.3% | -16.4% | -11.6% |
| 6M | +5.9% | +18.7% | -12.8% | +2.5% |
| YTD | -21.1% | +30.1% | -51.2% | -24.8% |
| 1Y | -22.5% | +32.8% | -55.2% | -26.4% |
| 3Y | -39.0% | +133.6% | -172.6% | -45.6% |
| All | -39.0% | +135.6% | -174.5% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling