-18.0%
GIS vs SM
+36.8%
-54.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.5% |
| 7D | -7.8% | -0.5% | -7.4% | -7.8% |
| 30D | +6.6% | +25.6% | -19.0% | +6.9% |
| 3M | +21.0% | +8.0% | +12.9% | +21.1% |
| 6M | -9.1% | +50.8% | -59.9% | -10.2% |
| YTD | -13.6% | +97.9% | -111.5% | -16.8% |
| 1Y | -18.0% | +33.8% | -51.8% | -21.4% |
| All | -18.0% | +36.8% | -54.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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