+82.6%
SPYM vs GIS
-25.0%
+107.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.4% |
| 7D | -2.0% | -8.4% | +6.4% | -1.5% |
| 30D | -1.6% | -5.2% | +3.6% | -1.4% |
| 3M | +4.7% | +8.2% | -3.4% | +4.1% |
| 6M | +12.6% | -12.0% | +24.6% | +13.5% |
| YTD | +11.8% | -18.9% | +30.7% | +13.3% |
| 1Y | +17.5% | -23.6% | +41.2% | +19.7% |
| 3Y | +77.0% | -37.6% | +114.6% | +82.3% |
| 5Y | +82.6% | -25.2% | +107.8% | +77.0% |
| All | +82.6% | -25.0% | +107.6% | +77.0% |
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