+1,438.8%
GIS vs SU
+61,771.6%
-60,332.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.6% |
| 7D | -8.6% | +1.6% | -10.2% | -8.6% |
| 30D | -0.5% | +10.7% | -11.2% | -0.5% |
| 3M | +11.9% | +13.5% | -1.6% | +11.9% |
| 6M | -11.6% | +21.8% | -33.4% | -11.6% |
| YTD | -16.3% | +58.8% | -75.2% | -16.3% |
| 1Y | -21.8% | +72.0% | -93.8% | -21.8% |
| 3Y | -35.7% | +121.7% | -157.4% | -35.7% |
| 5Y | -22.9% | +350.4% | -373.3% | -22.9% |
| 10Y | -16.8% | +264.7% | -281.5% | -16.8% |
| All | +1,438.8% | +61,771.6% | -60,332.8% | +1,450.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling