+76.8%
SPYM vs GIS
-35.3%
+112.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -0.4% | -8.6% | +8.2% | -0.6% |
| 30D | -1.4% | -0.5% | -0.9% | -1.4% |
| 3M | +3.7% | +11.9% | -8.2% | +4.0% |
| 6M | +13.0% | -11.6% | +24.6% | +13.0% |
| YTD | +12.5% | -16.3% | +28.8% | +12.3% |
| 1Y | +18.6% | -21.8% | +40.4% | +18.5% |
| All | +76.8% | -35.3% | +112.1% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling