+231.8%
GIS vs SIMO
+3,332.4%
-3,100.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.7% | -11.2% | -2.6% |
| 7D | -7.8% | +4.2% | -12.1% | -7.9% |
| 30D | +6.6% | +4.1% | +2.5% | +6.4% |
| 3M | +21.0% | -12.9% | +33.8% | +20.9% |
| 6M | -9.1% | +110.3% | -119.4% | -11.6% |
| YTD | -13.6% | +178.6% | -192.2% | -16.8% |
| 1Y | -18.0% | +220.0% | -238.0% | -21.5% |
| 3Y | -33.7% | +409.0% | -442.7% | -37.8% |
| 5Y | -19.4% | +277.3% | -296.8% | -24.3% |
| 10Y | -21.3% | +506.6% | -527.9% | -28.7% |
| All | +231.8% | +3,332.4% | -3,100.6% | +160.2% |
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