-25.2%
GIS vs SSNC
+14.9%
-40.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -8.4% | -6.7% | -1.7% | -7.5% |
| 30D | -5.2% | -0.8% | -4.4% | -5.1% |
| 3M | +8.2% | +16.1% | -7.9% | +5.9% |
| 6M | -12.0% | +7.9% | -20.0% | -13.2% |
| YTD | -18.9% | -8.7% | -10.2% | -18.6% |
| 1Y | -23.6% | -9.5% | -14.1% | -23.3% |
| 3Y | -37.6% | +47.7% | -85.3% | -40.5% |
| 5Y | -25.2% | +17.6% | -42.8% | -30.2% |
| All | -25.2% | +14.9% | -40.1% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling