-21.1%
GIS vs ED
+108.5%
-129.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -6.4% | -0.8% | -5.6% | -6.0% |
| 30D | -6.1% | -0.4% | -5.7% | -5.9% |
| 3M | +7.8% | +0.5% | +7.4% | +7.6% |
| 6M | -8.8% | -3.1% | -5.7% | -7.4% |
| YTD | -19.1% | +9.8% | -29.0% | -22.9% |
| 1Y | -24.8% | +12.6% | -37.3% | -29.2% |
| 3Y | -37.6% | +31.4% | -69.0% | -45.8% |
| 5Y | -25.4% | +69.4% | -94.8% | -43.2% |
| All | -21.1% | +108.5% | -129.6% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling