+643.2%
GEV vs GIS
-38.0%
+681.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +2.1% |
| 7D | +8.1% | -8.3% | +16.4% | +2.4% |
| 30D | -1.9% | +2.2% | -4.1% | -0.2% |
| 3M | +4.1% | +15.7% | -11.6% | +16.3% |
| 6M | +23.2% | -12.0% | +35.2% | +16.6% |
| YTD | +48.9% | -15.0% | +63.9% | +38.6% |
| 1Y | +62.2% | -20.1% | +82.3% | +46.0% |
| All | +643.2% | -38.0% | +681.2% | +488.7% |
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