+697.6%
GIS vs SUI
+4,109.4%
-3,411.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.3% |
| 7D | +3.6% | +6.2% | -2.7% | +2.4% |
| 30D | +13.9% | +8.6% | +5.3% | +12.2% |
| 3M | +0.3% | +1.0% | -0.7% | +0.2% |
| 6M | +5.0% | -2.6% | +7.6% | +5.5% |
| YTD | -18.4% | -0.1% | -18.2% | -18.3% |
| 1Y | -17.4% | +0.5% | -17.9% | -17.5% |
| 3Y | -36.9% | +15.3% | -52.2% | -38.9% |
| 5Y | -30.4% | -26.1% | -4.2% | -27.8% |
| 10Y | -13.6% | +117.8% | -131.5% | -27.2% |
| All | +697.6% | +4,109.4% | -3,411.8% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling