+1,488.6%
GIS vs EAT
+11,644.8%
-10,156.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -7.8% | 0.0% | -7.9% | -7.8% |
| 30D | +6.6% | +1.9% | +4.7% | +6.4% |
| 3M | +21.0% | +68.7% | -47.7% | +17.7% |
| 6M | -9.1% | +66.9% | -76.0% | -11.6% |
| YTD | -13.6% | +60.4% | -74.0% | -16.0% |
| 1Y | -18.0% | +44.0% | -62.0% | -20.0% |
| 3Y | -33.7% | +604.7% | -638.4% | -41.2% |
| 5Y | -19.4% | +347.0% | -366.5% | -27.8% |
| 10Y | -21.3% | +390.8% | -412.0% | -32.5% |
| All | +1,488.6% | +11,644.8% | -10,156.2% | +617.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling