-22.8%
GIS vs ECL
+29.5%
-52.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | -8.3% | -0.8% | -7.5% | -8.1% |
| 30D | +2.2% | -2.5% | +4.6% | +2.7% |
| 3M | +15.7% | +8.3% | +7.4% | +13.9% |
| 6M | -12.0% | -1.1% | -10.9% | -11.9% |
| YTD | -15.0% | +6.5% | -21.5% | -16.2% |
| 1Y | -20.1% | +2.1% | -22.2% | -20.7% |
| 3Y | -34.6% | +57.6% | -92.2% | -39.6% |
| 5Y | -22.8% | +28.1% | -50.9% | -25.5% |
| All | -22.8% | +29.5% | -52.4% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling