-38.6%
GIS vs ECL
+79.5%
-118.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +9.2% | +8.6% | +0.6% | +6.3% |
| 3M | -5.4% | +7.9% | -13.3% | -7.7% |
| 6M | +3.4% | +21.0% | -17.6% | -2.3% |
| YTD | -20.5% | +17.5% | -38.0% | -24.5% |
| 1Y | -20.0% | +19.7% | -39.6% | -24.5% |
| 3Y | -38.6% | +77.4% | -116.0% | -47.6% |
| All | -38.6% | +79.5% | -118.1% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling