+688.8%
GIS vs SM
+1,608.3%
-919.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.4% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | +6.6% | +26.3% | -19.7% | +6.0% |
| 3M | +21.0% | +8.7% | +12.3% | +20.6% |
| 6M | -9.1% | +51.7% | -60.7% | -10.2% |
| YTD | -13.6% | +99.0% | -112.7% | -15.3% |
| 1Y | -18.0% | +34.6% | -52.6% | -18.9% |
| 3Y | -33.7% | -7.8% | -25.9% | -34.1% |
| 5Y | -19.4% | +104.8% | -124.2% | -22.4% |
| 10Y | -21.3% | +7.2% | -28.5% | -26.6% |
| All | +688.8% | +1,608.3% | -919.5% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling