+213.6%
GIS vs SIMO
+2,080.4%
-1,866.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.7% |
| 7D | +3.6% | -22.0% | +25.6% | +3.8% |
| 30D | +13.9% | -43.0% | +56.9% | +14.7% |
| 3M | +0.3% | -39.1% | +39.5% | +0.8% |
| 6M | +5.0% | -33.3% | +38.2% | +4.8% |
| YTD | -18.4% | +77.0% | -95.3% | -21.1% |
| 1Y | -17.4% | +73.0% | -90.5% | -20.1% |
| 3Y | -36.9% | +215.7% | -252.6% | -40.6% |
| 5Y | -30.4% | +155.6% | -186.0% | -34.4% |
| 10Y | -13.6% | +388.4% | -402.0% | -22.2% |
| All | +213.6% | +2,080.4% | -1,866.9% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling