+1,350.9%
GIS vs EAT
+10,017.9%
-8,667.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -3.4% | -4.0% | +0.6% | -3.2% |
| 30D | +6.9% | -2.9% | +9.8% | +7.0% |
| 3M | -10.1% | -16.9% | +6.8% | -9.4% |
| 6M | +5.9% | +57.0% | -51.1% | +3.2% |
| YTD | -21.1% | +38.2% | -59.3% | -22.8% |
| 1Y | -22.5% | +69.3% | -91.8% | -25.0% |
| 3Y | -39.0% | +483.0% | -522.0% | -45.4% |
| 5Y | -33.3% | +364.1% | -397.5% | -40.5% |
| 10Y | -17.0% | +320.8% | -337.8% | -28.4% |
| All | +1,350.9% | +10,017.9% | -8,667.0% | +559.3% |
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