+81.7%
SPY vs GIS
-23.6%
+105.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -0.4% | -8.6% | +8.2% | +0.1% |
| 30D | -1.4% | -0.5% | -0.9% | -1.4% |
| 3M | +3.7% | +11.9% | -8.2% | +2.9% |
| 6M | +13.0% | -11.6% | +24.6% | +14.0% |
| YTD | +12.4% | -16.3% | +28.7% | +13.7% |
| 1Y | +18.5% | -21.8% | +40.3% | +20.6% |
| 3Y | +77.6% | -35.7% | +113.3% | +82.8% |
| 5Y | +81.7% | -22.9% | +104.6% | +75.7% |
| All | +81.7% | -23.6% | +105.3% | +75.7% |
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