-3.3%
GIS vs SPMO
+575.0%
-578.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.6% | +2.7% | -11.3% | -8.9% |
| 30D | -0.5% | +1.1% | -1.5% | -0.7% |
| 3M | +11.9% | +2.0% | +9.9% | +10.9% |
| 6M | -11.6% | +26.5% | -38.1% | -16.2% |
| YTD | -16.3% | +26.5% | -42.8% | -20.8% |
| 1Y | -21.8% | +27.9% | -49.7% | -26.3% |
| 3Y | -35.7% | +160.4% | -196.0% | -51.0% |
| 5Y | -22.9% | +151.5% | -174.4% | -41.1% |
| 10Y | -16.8% | +526.3% | -543.2% | -53.3% |
| All | -3.3% | +575.0% | -578.3% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling