+141.7%
GIS vs SPXU
-100.0%
+241.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.4% |
| 7D | -8.6% | +1.3% | -9.9% | -8.5% |
| 30D | -0.5% | +5.1% | -5.6% | +0.2% |
| 3M | +11.9% | -9.1% | +21.0% | +10.8% |
| 6M | -11.6% | -29.6% | +18.0% | -14.8% |
| YTD | -16.3% | -27.7% | +11.4% | -19.1% |
| 1Y | -21.8% | -37.0% | +15.2% | -25.5% |
| 3Y | -35.7% | -80.2% | +44.5% | -45.9% |
| 5Y | -22.9% | -86.0% | +63.1% | -35.1% |
| 10Y | -16.8% | -99.5% | +82.7% | -53.3% |
| All | +141.7% | -100.0% | +241.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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