-39.0%
GIS vs SUI
+18.2%
-57.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.0% |
| 7D | -3.4% | -1.5% | -1.9% | -2.8% |
| 30D | +6.9% | +3.7% | +3.1% | +5.6% |
| 3M | -10.1% | -0.4% | -9.7% | -10.0% |
| 6M | +5.9% | -2.8% | +8.6% | +6.8% |
| YTD | -21.1% | -1.6% | -19.5% | -20.8% |
| 1Y | -22.5% | -2.1% | -20.4% | -22.1% |
| 3Y | -39.0% | +18.5% | -57.5% | -39.3% |
| All | -39.0% | +18.2% | -57.2% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling