-18.0%
GIS vs STT
+75.3%
-93.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.4% |
| 7D | -7.8% | +0.5% | -8.3% | -7.8% |
| 30D | +6.6% | +3.9% | +2.7% | +7.1% |
| 3M | +21.0% | +20.0% | +1.0% | +23.5% |
| 6M | -9.1% | +55.3% | -64.4% | -4.4% |
| YTD | -13.6% | +53.3% | -67.0% | -8.6% |
| 1Y | -18.0% | +74.7% | -92.7% | -11.0% |
| All | -18.0% | +75.3% | -93.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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