+3,036.2%
SPY vs GIS
+618.7%
+2,417.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.1% |
| 7D | +2.6% | -3.4% | +5.9% | +3.6% |
| 30D | -2.0% | +6.9% | -8.9% | -4.4% |
| 3M | -2.8% | -10.1% | +7.3% | -0.2% |
| 6M | +2.1% | +5.9% | -3.7% | -1.2% |
| YTD | +11.5% | -21.1% | +32.6% | +18.0% |
| 1Y | +13.5% | -22.5% | +35.9% | +20.6% |
| 3Y | +77.7% | -39.0% | +116.7% | +100.7% |
| 5Y | +72.6% | -33.3% | +105.9% | +85.4% |
| 10Y | +308.2% | -17.0% | +325.2% | +288.2% |
| All | +3,036.2% | +618.7% | +2,417.6% | +1,349.1% |
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