-18.5%
GIS vs SUI
+104.3%
-122.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -8.3% | -3.1% | -5.2% | -7.5% |
| 30D | +2.2% | -2.3% | +4.5% | +2.8% |
| 3M | +15.7% | -2.8% | +18.5% | +16.6% |
| 6M | -12.0% | -12.4% | +0.4% | -9.1% |
| YTD | -15.0% | -3.3% | -11.7% | -14.3% |
| 1Y | -20.1% | -5.8% | -14.3% | -19.0% |
| 3Y | -34.6% | +12.5% | -47.1% | -37.0% |
| 5Y | -22.8% | -32.9% | +10.0% | -16.9% |
| 10Y | -18.5% | +104.4% | -122.9% | -41.3% |
| All | -18.5% | +104.3% | -122.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling