-25.2%
GIS vs SYY
+20.0%
-45.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.3% |
| 7D | -8.4% | +1.5% | -9.9% | -8.8% |
| 30D | -5.2% | -2.3% | -2.9% | -4.6% |
| 3M | +8.2% | +5.5% | +2.7% | +6.5% |
| 6M | -12.0% | -1.0% | -11.1% | -12.3% |
| YTD | -18.9% | +14.1% | -33.0% | -22.9% |
| 1Y | -23.6% | +5.6% | -29.2% | -25.6% |
| 3Y | -37.6% | +27.9% | -65.5% | -42.6% |
| 5Y | -25.2% | +22.7% | -47.9% | -30.6% |
| All | -25.2% | +20.0% | -45.2% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling