+20.3%
SGOV vs GIS
-27.8%
+48.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -6.4% | +6.4% | +0.1% |
| 30D | +0.3% | -6.1% | +6.4% | +0.3% |
| 3M | +0.9% | +7.8% | -6.9% | +0.9% |
| 6M | +1.8% | -8.8% | +10.6% | +1.8% |
| YTD | +2.5% | -19.1% | +21.7% | +2.5% |
| 1Y | +3.8% | -24.8% | +28.5% | +3.8% |
| 3Y | +14.4% | -37.6% | +51.9% | +14.4% |
| 5Y | +20.2% | -25.4% | +45.6% | +20.2% |
| All | +20.3% | -27.8% | +48.1% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling