+102.4%
STX vs GIS
-21.2%
+123.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -0.7% |
| 7D | +14.6% | -3.4% | +18.0% | +11.2% |
| 30D | -26.0% | +6.9% | -32.8% | -19.6% |
| 3M | -42.6% | -10.1% | -32.5% | -45.5% |
| 6M | -35.3% | +5.9% | -41.1% | -28.0% |
| YTD | +92.5% | -21.1% | +113.6% | +80.4% |
| 1Y | +102.4% | -22.5% | +124.9% | +88.3% |
| All | +102.4% | -21.2% | +123.6% | +88.3% |
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