+3,076.5%
SPY vs GIS
+674.5%
+2,402.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | +0.5% | -8.3% | +8.8% | +3.3% |
| 30D | -0.9% | +2.2% | -3.1% | -1.8% |
| 3M | +3.9% | +15.7% | -11.8% | -1.6% |
| 6M | +14.5% | -12.0% | +26.5% | +18.2% |
| YTD | +12.9% | -15.0% | +27.9% | +17.4% |
| 1Y | +19.4% | -20.1% | +39.5% | +26.3% |
| 3Y | +78.5% | -34.6% | +113.1% | +98.1% |
| 5Y | +81.8% | -22.8% | +104.6% | +86.6% |
| 10Y | +311.5% | -18.5% | +330.0% | +299.0% |
| All | +3,076.5% | +674.5% | +2,402.0% | +1,341.9% |
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