+59.2%
SAP vs GIS
-32.5%
+91.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -2.9% | -7.8% | +4.9% | -2.1% |
| 30D | +9.0% | +6.6% | +2.4% | +8.3% |
| 3M | +14.9% | +21.0% | -6.0% | +14.3% |
| 6M | +11.9% | -9.1% | +21.0% | +10.3% |
| YTD | -9.9% | -13.6% | +3.7% | -11.3% |
| 1Y | -19.5% | -18.0% | -1.5% | -21.0% |
| All | +59.2% | -32.5% | +91.7% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling