+311.2%
SPY vs GIS
-19.3%
+330.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.1% |
| 7D | -2.0% | -8.4% | +6.4% | -0.5% |
| 30D | -1.7% | -5.2% | +3.5% | -0.9% |
| 3M | +4.7% | +8.2% | -3.4% | +2.9% |
| 6M | +12.5% | -12.0% | +24.5% | +14.7% |
| YTD | +11.7% | -18.9% | +30.6% | +15.4% |
| 1Y | +17.5% | -23.6% | +41.1% | +22.6% |
| 3Y | +76.6% | -37.6% | +114.2% | +89.9% |
| 5Y | +82.0% | -25.2% | +107.2% | +84.1% |
| All | +311.2% | -19.3% | +330.5% | +315.5% |
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 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