+1,488.6%
GIS vs ECL
+13,009.7%
-11,521.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -7.8% | -2.6% | -5.2% | -7.3% |
| 30D | +6.6% | -2.2% | +8.7% | +7.1% |
| 3M | +21.0% | +10.1% | +10.9% | +18.2% |
| 6M | -9.1% | -5.7% | -3.3% | -7.9% |
| YTD | -13.6% | +7.0% | -20.6% | -15.2% |
| 1Y | -18.0% | +2.7% | -20.7% | -18.8% |
| 3Y | -33.7% | +57.7% | -91.4% | -41.0% |
| 5Y | -19.4% | +31.1% | -50.6% | -26.3% |
| 10Y | -21.3% | +150.9% | -172.1% | -40.3% |
| All | +1,488.6% | +13,009.7% | -11,521.1% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling