-30.4%
GIS vs SIMO
+154.7%
-185.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.3% |
| 7D | +3.6% | -22.0% | +25.6% | +1.9% |
| 30D | +13.9% | -43.0% | +56.9% | +10.3% |
| 3M | +0.3% | -39.1% | +39.5% | -2.1% |
| 6M | +5.0% | -33.3% | +38.2% | +3.3% |
| YTD | -18.4% | +77.0% | -95.3% | -16.5% |
| 1Y | -17.4% | +73.0% | -90.5% | -15.6% |
| 3Y | -36.9% | +215.7% | -252.6% | -34.5% |
| All | -30.4% | +154.7% | -185.0% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling