-21.1%
GIS vs SYY
+116.5%
-137.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -6.4% | +3.9% | -10.3% | -6.9% |
| 30D | -6.1% | -1.7% | -4.4% | -5.9% |
| 3M | +7.8% | +5.2% | +2.7% | +7.1% |
| 6M | -8.8% | -0.2% | -8.6% | -9.0% |
| YTD | -19.1% | +15.4% | -34.5% | -21.0% |
| 1Y | -24.8% | +5.6% | -30.3% | -25.6% |
| 3Y | -37.6% | +28.9% | -66.4% | -39.8% |
| 5Y | -25.4% | +24.1% | -49.5% | -27.9% |
| All | -21.1% | +116.5% | -137.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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