-34.6%
GIS vs SIMO
+462.5%
-497.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -1.1% |
| 7D | -8.3% | +14.6% | -22.9% | -7.2% |
| 30D | +2.2% | +6.2% | -4.0% | +2.9% |
| 3M | +15.7% | +3.6% | +12.1% | +16.9% |
| 6M | -12.0% | +130.8% | -142.7% | -7.6% |
| YTD | -15.0% | +195.8% | -210.7% | -9.1% |
| 1Y | -20.1% | +225.0% | -245.1% | -14.0% |
| 3Y | -34.6% | +452.3% | -486.9% | -28.6% |
| All | -34.6% | +462.5% | -497.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling