-16.8%
GIS vs SIMO
+548.4%
-565.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.5% |
| 7D | -8.6% | +14.5% | -23.1% | -8.3% |
| 30D | -0.5% | +20.4% | -20.9% | +0.1% |
| 3M | +11.9% | +7.1% | +4.8% | +12.4% |
| 6M | -11.6% | +129.2% | -140.8% | -10.9% |
| YTD | -16.3% | +201.9% | -218.3% | -15.6% |
| 1Y | -21.8% | +235.5% | -257.3% | -21.1% |
| 3Y | -35.7% | +463.8% | -499.5% | -35.6% |
| 5Y | -22.9% | +306.7% | -329.6% | -22.5% |
| 10Y | -16.8% | +579.5% | -596.3% | -20.8% |
| All | -16.8% | +548.4% | -565.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SIMO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling