-21.1%
GIS vs SMTC
+548.2%
-569.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.2% |
| 7D | -6.4% | +13.1% | -19.5% | -6.2% |
| 30D | -6.1% | +19.5% | -25.6% | -5.8% |
| 3M | +7.8% | +2.2% | +5.6% | +8.2% |
| 6M | -8.8% | +94.9% | -103.7% | -8.8% |
| YTD | -19.1% | +127.0% | -146.1% | -19.2% |
| 1Y | -24.8% | +174.6% | -199.3% | -25.0% |
| 3Y | -37.6% | +615.9% | -653.5% | -39.9% |
| 5Y | -25.4% | +125.6% | -151.0% | -25.5% |
| All | -21.1% | +548.2% | -569.3% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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