+5,976.4%
SO vs GIS
+1,507.8%
+4,468.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | +0.1% |
| 7D | -0.2% | -7.8% | +7.7% | +2.5% |
| 30D | -4.6% | +6.6% | -11.1% | -6.8% |
| 3M | -3.0% | +21.0% | -24.0% | -9.6% |
| 6M | -8.3% | -9.1% | +0.8% | -6.0% |
| YTD | +3.5% | -13.6% | +17.1% | +7.6% |
| 1Y | -0.9% | -18.0% | +17.1% | +4.6% |
| 3Y | +45.4% | -33.7% | +79.0% | +63.7% |
| 5Y | +59.6% | -19.4% | +79.1% | +67.4% |
| 10Y | +156.6% | -21.3% | +177.9% | +165.4% |
| All | +5,976.4% | +1,507.8% | +4,468.5% | +2,593.8% |
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