-24.8%
GIS vs SITM
+155.7%
-180.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | +0.1% |
| 7D | -6.4% | +3.9% | -10.2% | -6.1% |
| 30D | -6.1% | -6.6% | +0.5% | -6.3% |
| 3M | +7.8% | -11.9% | +19.7% | +8.2% |
| 6M | -8.8% | +81.1% | -89.9% | -6.0% |
| YTD | -19.1% | +80.0% | -99.1% | -16.1% |
| 1Y | -24.8% | +145.8% | -170.6% | -20.6% |
| All | -24.8% | +155.7% | -180.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling