+254.8%
SPOT vs GIS
+18.0%
+236.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.7% |
| 7D | -2.9% | -8.3% | +5.4% | -3.5% |
| 30D | +8.3% | +2.2% | +6.1% | +8.5% |
| 3M | +5.1% | +15.7% | -10.6% | +6.7% |
| 6M | -6.5% | -12.0% | +5.5% | -8.1% |
| YTD | -9.0% | -15.0% | +6.0% | -10.7% |
| 1Y | -26.4% | -20.1% | -6.3% | -28.3% |
| 3Y | +240.0% | -34.6% | +274.6% | +225.0% |
| 5Y | +111.7% | -22.8% | +134.6% | +102.5% |
| All | +254.8% | +18.0% | +236.8% | +226.5% |
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