+11.1%
SMR vs GIS
-32.6%
+43.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.8% | +14.6% |
| 7D | +21.4% | -8.3% | +29.7% | +17.5% |
| 30D | +13.8% | +2.2% | +11.7% | +15.0% |
| 3M | +3.9% | +15.7% | -11.8% | +10.9% |
| 6M | -4.2% | -12.0% | +7.8% | -7.8% |
| YTD | -21.1% | -15.0% | -6.1% | -24.5% |
| 1Y | -67.1% | -20.1% | -46.9% | -68.9% |
| 3Y | +88.9% | -34.6% | +123.5% | +68.2% |
| All | +11.1% | -32.6% | +43.7% | +3.2% |
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