-20.8%
GIS vs EAT
+379.9%
-400.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -8.4% | -6.2% | -2.2% | -8.5% |
| 30D | -5.2% | -3.0% | -2.2% | -5.2% |
| 3M | +8.2% | +45.6% | -37.5% | +8.6% |
| 6M | -12.0% | +53.5% | -65.6% | -11.6% |
| YTD | -18.9% | +49.6% | -68.5% | -18.5% |
| 1Y | -23.6% | +38.9% | -62.5% | -23.3% |
| 3Y | -37.6% | +589.7% | -627.3% | -36.2% |
| 5Y | -25.2% | +318.7% | -343.9% | -23.9% |
| All | -20.8% | +379.9% | -400.7% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling