+110.6%
SPOT vs GIS
-25.0%
+135.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.7% |
| 7D | -6.9% | -8.4% | +1.6% | -8.1% |
| 30D | +4.1% | -5.2% | +9.3% | +3.3% |
| 3M | +3.7% | +8.2% | -4.5% | +5.8% |
| 6M | -1.6% | -12.0% | +10.4% | -4.7% |
| YTD | -10.2% | -18.9% | +8.7% | -14.6% |
| 1Y | -25.9% | -23.6% | -2.3% | -30.6% |
| 3Y | +235.6% | -37.6% | +273.2% | +200.0% |
| 5Y | +110.6% | -25.2% | +135.8% | +102.2% |
| All | +110.6% | -25.0% | +135.6% | +102.2% |
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