-6.4%
SBUX vs GIS
-25.0%
+18.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.2% |
| 7D | -6.2% | -8.4% | +2.2% | -4.5% |
| 30D | -6.4% | -5.2% | -1.2% | -5.5% |
| 3M | +1.0% | +8.2% | -7.1% | -0.8% |
| 6M | -0.4% | -12.0% | +11.6% | +1.9% |
| YTD | +20.0% | -18.9% | +38.8% | +24.4% |
| 1Y | +22.8% | -23.6% | +46.4% | +28.8% |
| 3Y | +12.3% | -37.6% | +49.9% | +22.0% |
| 5Y | -6.4% | -25.2% | +18.8% | -6.5% |
| All | -6.4% | -25.0% | +18.6% | -6.5% |
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 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