-22.9%
GIS vs ED
+66.4%
-89.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -8.6% | -0.2% | -8.4% | -8.5% |
| 30D | -0.5% | +1.9% | -2.4% | -1.5% |
| 3M | +11.9% | +1.9% | +10.0% | +10.9% |
| 6M | -11.6% | -2.3% | -9.3% | -10.6% |
| YTD | -16.3% | +10.9% | -27.2% | -20.8% |
| 1Y | -21.8% | +14.5% | -36.3% | -27.3% |
| 3Y | -35.7% | +33.4% | -69.0% | -45.0% |
| 5Y | -22.9% | +67.3% | -90.1% | -42.2% |
| All | -22.9% | +66.4% | -89.2% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling