+123.8%
STX vs GIS
-17.8%
+141.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.2% | -13.3% | -3.1% |
| 7D | -20.2% | +8.5% | -28.7% | -13.1% |
| 30D | -37.2% | +15.3% | -52.5% | -26.8% |
| 3M | -34.1% | +0.9% | -35.0% | -30.6% |
| 6M | -24.5% | +7.9% | -32.4% | -13.6% |
| YTD | +102.9% | -17.6% | +120.5% | +94.2% |
| 1Y | +123.8% | -17.4% | +141.2% | +118.2% |
| All | +123.8% | -17.8% | +141.6% | +118.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling