-38.6%
GIS vs ED
+47.3%
-85.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +1.5% | +2.1% | -0.6% | +0.3% |
| 30D | +9.2% | +12.4% | -3.2% | +2.4% |
| 3M | -5.4% | +13.1% | -18.5% | -11.6% |
| 6M | +3.4% | +14.1% | -10.6% | -3.8% |
| YTD | -20.5% | +23.1% | -43.5% | -29.1% |
| 1Y | -20.0% | +25.4% | -45.4% | -29.5% |
| 3Y | -38.6% | +47.9% | -86.5% | -50.8% |
| All | -38.6% | +47.3% | -85.9% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling