+11.3%
SBUX vs GIS
-37.5%
+48.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.5% | -6.4% | +0.9% | -4.3% |
| 30D | -8.5% | -6.1% | -2.4% | -7.4% |
| 3M | -2.9% | +7.8% | -10.7% | -4.3% |
| 6M | -1.5% | -8.8% | +7.3% | -0.2% |
| YTD | +19.4% | -19.1% | +38.5% | +23.2% |
| 1Y | +22.9% | -24.8% | +47.7% | +28.5% |
| 3Y | +11.3% | -37.6% | +48.9% | +19.5% |
| All | +11.3% | -37.5% | +48.8% | +19.5% |
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