+1.5%
SMR vs GIS
-35.7%
+37.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -6.7% |
| 7D | +4.7% | -8.4% | +13.1% | +1.2% |
| 30D | +3.2% | -5.2% | +8.4% | +1.1% |
| 3M | +9.9% | +8.2% | +1.7% | +14.1% |
| 6M | -15.1% | -12.0% | -3.1% | -18.3% |
| YTD | -27.9% | -18.9% | -9.1% | -32.4% |
| 1Y | -70.2% | -23.6% | -46.6% | -72.4% |
| 3Y | +72.5% | -37.6% | +110.1% | +50.6% |
| All | +1.5% | -35.7% | +37.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling