-22.9%
GIS vs ED
+24.2%
-47.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -8.1% | -1.7% | -6.3% | -6.9% |
| 30D | +5.3% | +10.7% | -5.4% | -1.1% |
| 3M | -10.5% | +11.6% | -22.2% | -16.4% |
| 6M | +1.8% | +13.5% | -11.7% | -5.5% |
| YTD | -22.9% | +23.1% | -46.1% | -31.5% |
| 1Y | -22.9% | +23.1% | -46.0% | -31.6% |
| All | -22.9% | +24.2% | -47.1% | -31.6% |
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