-16.8%
GIS vs STT
+262.1%
-278.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.6% | +1.0% | -9.6% | -8.7% |
| 30D | -0.5% | +2.8% | -3.2% | -0.7% |
| 3M | +11.9% | +18.1% | -6.2% | +10.2% |
| 6M | -11.6% | +59.2% | -70.8% | -15.3% |
| YTD | -16.3% | +51.5% | -67.8% | -19.5% |
| 1Y | -21.8% | +75.7% | -97.4% | -25.9% |
| 3Y | -35.7% | +200.8% | -236.4% | -42.4% |
| 5Y | -22.9% | +155.8% | -178.6% | -30.9% |
| 10Y | -16.8% | +266.4% | -283.2% | -30.4% |
| All | -16.8% | +262.1% | -278.9% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling