+1,317.1%
GIS vs STT
+6,617.4%
-5,300.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -8.1% | +5.1% | -13.2% | -8.6% |
| 30D | +5.3% | -0.2% | +5.5% | +5.3% |
| 3M | -10.5% | -8.1% | -2.4% | -9.8% |
| 6M | +1.8% | +16.6% | -14.8% | -0.2% |
| YTD | -22.9% | +37.8% | -60.8% | -26.0% |
| 1Y | -22.9% | +46.8% | -69.8% | -26.6% |
| 3Y | -40.5% | +181.2% | -221.7% | -47.8% |
| 5Y | -34.9% | +105.1% | -140.0% | -41.6% |
| 10Y | -19.0% | +202.3% | -221.3% | -32.9% |
| All | +1,317.1% | +6,617.4% | -5,300.3% | +407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling