-34.8%
SNXX vs GIS
+7.6%
-42.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -4.9% | -16.7% |
| 7D | +16.8% | -8.4% | +25.2% | -10.1% |
| 30D | +65.3% | -5.2% | +70.5% | +43.8% |
| 3M | -34.8% | +8.2% | -42.9% | -2.3% |
| All | -34.8% | +7.6% | -42.4% | -2.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling