-22.8%
GIS vs SPG
+106.4%
-129.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.7% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | +2.2% | -4.9% | +7.1% | +2.9% |
| 3M | +15.7% | +3.3% | +12.4% | +15.4% |
| 6M | -12.0% | +11.2% | -23.2% | -12.9% |
| YTD | -15.0% | +17.1% | -32.0% | -16.5% |
| 1Y | -20.1% | +21.6% | -41.7% | -21.9% |
| 3Y | -34.6% | +111.9% | -146.5% | -39.6% |
| 5Y | -22.8% | +106.9% | -129.8% | -31.3% |
| All | -22.8% | +106.4% | -129.2% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling