-33.2%
GIS vs SM
-0.4%
-32.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -1.1% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | +6.6% | -17.3% | +23.9% | +6.5% |
| 3M | -8.1% | -3.6% | -4.5% | -8.2% |
| 6M | +4.9% | +2.9% | +2.0% | +4.8% |
| YTD | -21.4% | +70.2% | -91.6% | -21.8% |
| 1Y | -21.6% | +66.5% | -88.1% | -22.1% |
| 3Y | -39.3% | -8.2% | -31.1% | -39.9% |
| 5Y | -33.2% | -1.5% | -31.7% | -32.7% |
| All | -33.2% | -0.4% | -32.8% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling