+4,167.1%
SMCI vs GIS
+141.2%
+4,025.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -3.6% |
| 7D | -1.3% | -8.4% | +7.1% | -0.1% |
| 30D | +18.3% | -5.2% | +23.5% | +19.0% |
| 3M | +27.7% | +8.2% | +19.5% | +25.0% |
| 6M | +17.6% | -12.0% | +29.6% | +19.3% |
| YTD | +27.7% | -18.9% | +46.6% | +31.2% |
| 1Y | -14.9% | -23.6% | +8.7% | -11.8% |
| 3Y | +33.2% | -37.6% | +70.8% | +38.2% |
| 5Y | +921.6% | -25.2% | +946.8% | +839.0% |
| 10Y | +1,672.4% | -19.3% | +1,691.8% | +1,407.9% |
| All | +4,167.1% | +141.2% | +4,025.9% | +2,006.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling