-37.4%
GIS vs ED
+33.4%
-70.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -8.4% | -1.9% | -6.5% | -7.5% |
| 30D | -5.2% | +0.1% | -5.3% | -5.3% |
| 3M | +8.2% | 0.0% | +8.2% | +8.2% |
| 6M | -12.0% | -2.5% | -9.5% | -10.9% |
| YTD | -18.9% | +10.1% | -29.0% | -23.0% |
| 1Y | -23.6% | +13.6% | -37.2% | -28.8% |
| All | -37.4% | +33.4% | -70.7% | -46.0% |
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