-19.2%
GIS vs ECL
+192.9%
-212.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | +5.3% | +6.6% | -1.3% | +3.7% |
| 3M | -10.5% | +9.6% | -20.2% | -12.5% |
| 6M | +1.8% | +21.6% | -19.8% | -2.8% |
| YTD | -22.9% | +16.9% | -39.8% | -25.9% |
| 1Y | -22.9% | +17.9% | -40.8% | -26.0% |
| 3Y | -40.5% | +76.5% | -117.0% | -48.1% |
| 5Y | -34.9% | +36.6% | -71.5% | -40.2% |
| All | -19.2% | +192.9% | -212.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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