-18.0%
GIS vs ED
+12.4%
-30.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -1.7% |
| 7D | -7.8% | -0.2% | -7.7% | -7.8% |
| 30D | +6.6% | -0.1% | +6.7% | +6.6% |
| 3M | +21.0% | +3.9% | +17.0% | +18.9% |
| 6M | -9.1% | -3.0% | -6.0% | -7.6% |
| YTD | -13.6% | +10.7% | -24.3% | -18.5% |
| 1Y | -18.0% | +13.3% | -31.4% | -23.3% |
| All | -18.0% | +12.4% | -30.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling