-37.6%
GIS vs SYY
+29.1%
-66.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -6.4% | +3.9% | -10.3% | -7.6% |
| 30D | -6.1% | -1.7% | -4.4% | -5.6% |
| 3M | +7.8% | +5.2% | +2.7% | +6.0% |
| 6M | -8.8% | -0.2% | -8.6% | -9.1% |
| YTD | -19.1% | +15.4% | -34.5% | -24.7% |
| 1Y | -24.8% | +5.6% | -30.3% | -27.1% |
| 3Y | -37.6% | +28.9% | -66.4% | -44.2% |
| All | -37.6% | +29.1% | -66.7% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling