+196.4%
SO vs GIS
-16.9%
+213.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.3% |
| 7D | +1.4% | -3.4% | +4.7% | +2.7% |
| 30D | +4.7% | +6.9% | -2.2% | +1.8% |
| 3M | +1.7% | -10.1% | +11.8% | +5.3% |
| 6M | +2.2% | +5.9% | -3.7% | -1.5% |
| YTD | +10.0% | -21.1% | +31.1% | +18.9% |
| 1Y | +6.0% | -22.5% | +28.5% | +15.5% |
| 3Y | +54.1% | -39.0% | +93.1% | +83.7% |
| 5Y | +79.6% | -33.3% | +113.0% | +103.7% |
| All | +196.4% | -16.9% | +213.3% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling