+4,437.1%
SNDK vs GIS
-33.4%
+4,470.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.8% |
| 7D | -6.1% | -6.4% | +0.2% | -11.5% |
| 30D | +21.5% | -6.1% | +27.6% | +15.6% |
| 3M | -13.2% | +7.8% | -21.0% | -5.2% |
| 6M | +149.2% | -8.8% | +158.0% | +154.0% |
| YTD | +588.1% | -19.1% | +607.2% | +572.1% |
| 1Y | +1,837.5% | -24.8% | +1,862.3% | +1,786.7% |
| All | +4,437.1% | -33.4% | +4,470.5% | +4,563.6% |
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 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