+44.6%
SMCI vs GIS
-37.5%
+82.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.0% |
| 7D | +1.3% | -6.4% | +7.7% | -4.1% |
| 30D | +6.6% | -6.1% | +12.7% | +1.6% |
| 3M | +25.4% | +7.8% | +17.6% | +36.8% |
| 6M | +26.1% | -8.8% | +34.9% | +19.0% |
| YTD | +37.0% | -19.1% | +56.1% | +16.6% |
| 1Y | -8.8% | -24.8% | +16.0% | -27.7% |
| 3Y | +44.6% | -37.6% | +82.2% | +1.3% |
| All | +44.6% | -37.5% | +82.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling