-21.8%
GIS vs SIMO
+234.0%
-255.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.4% |
| 7D | -8.6% | +14.5% | -23.1% | -7.4% |
| 30D | -0.5% | +20.4% | -20.9% | +1.5% |
| 3M | +11.9% | +7.1% | +4.8% | +13.4% |
| 6M | -11.6% | +129.2% | -140.8% | -7.8% |
| YTD | -16.3% | +201.9% | -218.3% | -9.6% |
| 1Y | -21.8% | +235.5% | -257.3% | -14.8% |
| All | -21.8% | +234.0% | -255.7% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling