-18.0%
GIS vs SPMO
+29.9%
-47.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -1.8% |
| 7D | -7.8% | +2.0% | -9.8% | -7.0% |
| 30D | +6.6% | -0.4% | +6.9% | +6.6% |
| 3M | +21.0% | -1.9% | +22.9% | +20.5% |
| 6M | -9.1% | +25.0% | -34.1% | -2.3% |
| YTD | -13.6% | +26.0% | -39.6% | -6.6% |
| 1Y | -18.0% | +28.7% | -46.7% | -10.8% |
| All | -18.0% | +29.9% | -47.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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