+1,438.8%
GIS vs SYY
+4,545.1%
-3,106.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | -0.5% | -2.7% | +2.3% | +0.2% |
| 3M | +11.9% | +5.9% | +6.0% | +10.4% |
| 6M | -11.6% | -2.3% | -9.3% | -11.6% |
| YTD | -16.3% | +13.1% | -29.4% | -19.2% |
| 1Y | -21.8% | +3.8% | -25.5% | -23.0% |
| 3Y | -35.7% | +26.7% | -62.4% | -39.6% |
| 5Y | -22.9% | +19.4% | -42.3% | -27.4% |
| 10Y | -16.8% | +112.0% | -128.8% | -37.2% |
| All | +1,438.8% | +4,545.1% | -3,106.3% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling