-37.4%
GIS vs SMTC
+546.3%
-583.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -3.2% |
| 7D | -8.4% | +17.5% | -25.9% | -7.6% |
| 30D | -5.2% | +21.3% | -26.5% | -4.0% |
| 3M | +8.2% | +3.1% | +5.0% | +9.3% |
| 6M | -12.0% | +81.7% | -93.7% | -9.6% |
| YTD | -18.9% | +115.9% | -134.8% | -16.2% |
| 1Y | -23.6% | +157.8% | -181.4% | -20.7% |
| All | -37.4% | +546.3% | -583.7% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling