+4.9%
GIS vs SIMO
-28.1%
+33.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | +0.5% |
| 7D | -4.6% | +0.9% | -5.5% | -4.0% |
| 30D | +6.6% | -25.4% | +32.0% | +2.9% |
| 3M | -8.1% | -17.8% | +9.7% | -8.9% |
| 6M | +4.9% | -29.6% | +34.5% | +1.9% |
| All | +4.9% | -28.1% | +33.0% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling