+813.5%
SPYM vs GIS
+200.5%
+613.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | -2.0% | -8.4% | +6.4% | +0.4% |
| 30D | -1.6% | -5.2% | +3.6% | -0.4% |
| 3M | +4.7% | +8.2% | -3.4% | +1.8% |
| 6M | +12.6% | -12.0% | +24.6% | +15.8% |
| YTD | +11.8% | -18.9% | +30.7% | +17.3% |
| 1Y | +17.5% | -23.6% | +41.2% | +25.2% |
| 3Y | +77.0% | -37.6% | +114.6% | +97.2% |
| 5Y | +82.6% | -25.2% | +107.8% | +87.2% |
| 10Y | +320.3% | -19.3% | +339.7% | +306.2% |
| All | +813.5% | +200.5% | +613.0% | +425.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling