-8.8%
SMCI vs GIS
-24.1%
+15.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.1% |
| 7D | +1.3% | -6.4% | +7.7% | -2.0% |
| 30D | +6.6% | -6.1% | +12.7% | +3.4% |
| 3M | +25.4% | +7.8% | +17.6% | +30.0% |
| 6M | +26.1% | -8.8% | +34.9% | +24.9% |
| YTD | +37.0% | -19.1% | +56.1% | +31.0% |
| 1Y | -8.8% | -24.8% | +16.0% | -13.7% |
| All | -8.8% | -24.1% | +15.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling