+92.9%
GIS vs SSNC
+1,082.2%
-989.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | -7.8% | +0.6% | -8.5% | -7.9% |
| 30D | +6.6% | +6.0% | +0.5% | +5.8% |
| 3M | +21.0% | +21.0% | 0.0% | +18.1% |
| 6M | -9.1% | +12.1% | -21.2% | -10.5% |
| YTD | -13.6% | -3.2% | -10.4% | -13.6% |
| 1Y | -18.0% | -4.4% | -13.7% | -18.0% |
| 3Y | -33.7% | +51.6% | -85.3% | -37.4% |
| 5Y | -19.4% | +21.1% | -40.5% | -22.5% |
| 10Y | -21.3% | +177.7% | -198.9% | -33.6% |
| All | +92.9% | +1,082.2% | -989.3% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling