+1,488.6%
GIS vs STT
+7,372.9%
-5,884.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -7.8% | +0.5% | -8.3% | -7.9% |
| 30D | +6.6% | +3.9% | +2.7% | +6.1% |
| 3M | +21.0% | +20.0% | +1.0% | +18.4% |
| 6M | -9.1% | +55.3% | -64.4% | -13.7% |
| YTD | -13.6% | +53.3% | -67.0% | -18.0% |
| 1Y | -18.0% | +74.7% | -92.7% | -23.4% |
| 3Y | -33.7% | +205.8% | -239.5% | -42.3% |
| 5Y | -19.4% | +145.0% | -164.4% | -29.2% |
| 10Y | -21.3% | +266.0% | -287.3% | -36.2% |
| All | +1,488.6% | +7,372.9% | -5,884.4% | +462.1% |
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