-85.6%
SMR vs GIS
-17.8%
-67.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.2% | -9.7% | -1.9% |
| 7D | -9.5% | +8.5% | -18.0% | -5.6% |
| 30D | -33.2% | +15.3% | -48.5% | -27.9% |
| 3M | -45.9% | +0.9% | -46.9% | -45.5% |
| 6M | -57.9% | +7.9% | -65.8% | -55.0% |
| YTD | -63.8% | -17.6% | -46.2% | -70.4% |
| 1Y | -85.6% | -17.4% | -68.2% | -88.1% |
| All | -85.6% | -17.8% | -67.8% | -88.1% |
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