-25.7%
GIS vs SPMO
+149.5%
-175.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -6.4% | -0.9% | -5.4% | -6.4% |
| 30D | -6.1% | -1.9% | -4.2% | -6.2% |
| 3M | +7.8% | -1.4% | +9.2% | +7.8% |
| 6M | -8.8% | +25.5% | -34.3% | -8.9% |
| YTD | -19.1% | +24.8% | -44.0% | -19.3% |
| 1Y | -24.8% | +24.5% | -49.3% | -24.9% |
| 3Y | -37.6% | +157.1% | -194.7% | -44.6% |
| All | -25.7% | +149.5% | -175.2% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling