-24.8%
GIS vs EAT
+37.8%
-62.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -6.4% | -7.7% | +1.3% | -6.2% |
| 30D | -6.1% | -13.6% | +7.5% | -5.8% |
| 3M | +7.8% | +33.9% | -26.0% | +7.2% |
| 6M | -8.8% | +47.2% | -56.0% | -9.2% |
| YTD | -19.1% | +48.1% | -67.2% | -19.6% |
| 1Y | -24.8% | +33.7% | -58.4% | -25.8% |
| All | -24.8% | +37.8% | -62.5% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling