-34.6%
GIS vs SM
-2.8%
-31.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -1.6% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | +2.2% | +31.5% | -29.3% | +2.1% |
| 3M | +15.7% | +17.3% | -1.6% | +15.6% |
| 6M | -12.0% | +48.5% | -60.5% | -12.5% |
| YTD | -15.0% | +106.3% | -121.2% | -16.2% |
| 1Y | -20.1% | +47.3% | -67.4% | -21.1% |
| 3Y | -34.6% | -1.4% | -33.2% | -37.0% |
| All | -34.6% | -2.8% | -31.9% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling