-30.4%
GIS vs SUI
-26.3%
-4.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | +3.6% | +6.2% | -2.7% | +2.0% |
| 30D | +13.9% | +8.6% | +5.3% | +11.6% |
| 3M | +0.3% | +1.0% | -0.7% | 0.0% |
| 6M | +5.0% | -2.6% | +7.6% | +5.6% |
| YTD | -18.4% | -0.1% | -18.2% | -18.4% |
| 1Y | -17.4% | +0.5% | -17.9% | -17.6% |
| 3Y | -36.9% | +15.3% | -52.2% | -38.9% |
| All | -30.4% | -26.3% | -4.1% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling