-18.0%
GIS vs SSNC
-3.0%
-15.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -7.8% | +0.6% | -8.5% | -8.0% |
| 30D | +6.6% | +6.0% | +0.5% | +5.3% |
| 3M | +21.0% | +21.0% | 0.0% | +15.8% |
| 6M | -9.1% | +12.1% | -21.2% | -12.8% |
| YTD | -13.6% | -3.2% | -10.4% | -16.3% |
| 1Y | -18.0% | -4.4% | -13.7% | -18.5% |
| All | -18.0% | -3.0% | -15.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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