-20.8%
GIS vs ECL
+155.8%
-176.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -8.4% | -2.6% | -5.8% | -7.8% |
| 30D | -5.2% | -4.6% | -0.6% | -4.1% |
| 3M | +8.2% | +6.0% | +2.2% | +6.8% |
| 6M | -12.0% | -3.0% | -9.1% | -11.5% |
| YTD | -18.9% | +4.0% | -22.9% | -19.8% |
| 1Y | -23.6% | +2.0% | -25.6% | -24.2% |
| 3Y | -37.6% | +53.9% | -91.5% | -43.8% |
| 5Y | -25.2% | +27.1% | -52.3% | -30.3% |
| All | -20.8% | +155.8% | -176.6% | -42.6% |
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