+229.3%
SAP vs GIS
-17.4%
+246.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -2.5% | -4.6% | +2.1% | -1.6% |
| 30D | +7.5% | +6.6% | +0.9% | +6.1% |
| 3M | +11.6% | -8.1% | +19.7% | +13.2% |
| 6M | +37.6% | +4.9% | +32.7% | +36.5% |
| YTD | -2.0% | -21.4% | +19.4% | +1.5% |
| 1Y | -6.4% | -21.6% | +15.2% | -3.1% |
| 3Y | +67.7% | -39.3% | +107.0% | +78.8% |
| 5Y | +75.7% | -33.2% | +108.9% | +80.7% |
| 10Y | +229.3% | -17.3% | +246.6% | +221.3% |
| All | +229.3% | -17.4% | +246.7% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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