+819.0%
SPYM vs GIS
+209.9%
+609.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.4% | -8.6% | +8.2% | +2.1% |
| 30D | -1.4% | -0.5% | -0.9% | -1.4% |
| 3M | +3.7% | +11.9% | -8.2% | -0.2% |
| 6M | +13.0% | -11.6% | +24.6% | +16.2% |
| YTD | +12.5% | -16.3% | +28.8% | +17.1% |
| 1Y | +18.6% | -21.8% | +40.4% | +25.6% |
| 3Y | +78.0% | -35.7% | +113.7% | +96.7% |
| 5Y | +82.3% | -22.9% | +105.2% | +85.4% |
| 10Y | +322.9% | -16.8% | +339.7% | +305.2% |
| All | +819.0% | +209.9% | +609.1% | +424.5% |
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