-22.5%
GIS vs ED
+24.8%
-47.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.4% |
| 7D | -3.4% | +2.1% | -5.4% | -4.8% |
| 30D | +6.9% | +10.4% | -3.5% | +0.4% |
| 3M | -10.1% | +12.5% | -22.7% | -16.6% |
| 6M | +5.9% | +14.9% | -9.1% | -2.6% |
| YTD | -21.1% | +24.8% | -45.9% | -30.4% |
| 1Y | -22.5% | +23.8% | -46.3% | -31.5% |
| All | -22.5% | +24.8% | -47.2% | -31.5% |
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