-19.2%
GIS vs SM
+18.2%
-37.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.0% |
| 7D | -8.1% | +10.6% | -18.7% | -8.0% |
| 30D | +5.3% | -15.0% | +20.3% | +5.2% |
| 3M | -10.5% | +1.7% | -12.2% | -10.5% |
| 6M | +1.8% | +5.9% | -4.1% | +1.9% |
| YTD | -22.9% | +79.0% | -101.9% | -22.7% |
| 1Y | -22.9% | +84.7% | -107.6% | -22.7% |
| 3Y | -40.5% | -3.5% | -37.1% | -40.5% |
| 5Y | -34.9% | +4.9% | -39.8% | -34.7% |
| All | -19.2% | +18.2% | -37.3% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling