-9.1%
GIS vs STT
+54.6%
-63.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.4% |
| 7D | -7.8% | +0.5% | -8.3% | -7.7% |
| 30D | +6.6% | +3.9% | +2.7% | +7.3% |
| 3M | +21.0% | +20.0% | +1.0% | +24.6% |
| 6M | -9.1% | +55.3% | -64.4% | -1.7% |
| All | -9.1% | +54.6% | -63.6% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling