+74.6%
SAP vs GIS
-32.9%
+107.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +1.5% | +1.5% | 0.0% | +1.3% |
| 30D | +8.8% | +9.2% | -0.4% | +7.6% |
| 3M | +12.1% | -5.4% | +17.5% | +12.6% |
| 6M | +34.6% | +3.4% | +31.1% | +34.4% |
| YTD | -2.1% | -20.5% | +18.4% | -1.5% |
| 1Y | -5.5% | -20.0% | +14.4% | -5.0% |
| 3Y | +67.4% | -38.6% | +106.0% | +68.2% |
| 5Y | +74.6% | -33.1% | +107.7% | +67.0% |
| All | +74.6% | -32.9% | +107.5% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling