+6,358.4%
SO vs GIS
+1,380.5%
+4,977.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -0.1% | +1.5% | -1.6% | -0.7% |
| 30D | +8.7% | +9.2% | -0.5% | +5.4% |
| 3M | +3.4% | -5.4% | +8.7% | +4.7% |
| 6M | +3.7% | +3.4% | +0.3% | +1.5% |
| YTD | +10.0% | -20.5% | +30.5% | +17.1% |
| 1Y | +6.6% | -20.0% | +26.6% | +13.1% |
| 3Y | +52.5% | -38.6% | +91.1% | +75.6% |
| 5Y | +76.1% | -33.1% | +109.2% | +95.9% |
| 10Y | +194.9% | -16.4% | +211.3% | +199.4% |
| All | +6,358.4% | +1,380.5% | +4,977.9% | +2,832.9% |
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 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