-37.6%
GIS vs SU
+120.0%
-157.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | +2.2% | -8.6% | -6.4% |
| 30D | -6.1% | +8.4% | -14.5% | -6.2% |
| 3M | +7.8% | +12.1% | -4.3% | +7.5% |
| 6M | -8.8% | +19.7% | -28.5% | -9.6% |
| YTD | -19.1% | +58.4% | -77.5% | -21.2% |
| 1Y | -24.8% | +67.2% | -92.0% | -26.9% |
| 3Y | -37.6% | +125.0% | -162.6% | -41.4% |
| All | -37.6% | +120.0% | -157.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling