+1,488.6%
GIS vs ED
+2,217.3%
-728.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -1.9% |
| 7D | -7.8% | -0.2% | -7.7% | -7.8% |
| 30D | +6.6% | -0.1% | +6.7% | +6.6% |
| 3M | +21.0% | +3.9% | +17.0% | +19.2% |
| 6M | -9.1% | -3.0% | -6.0% | -8.0% |
| YTD | -13.6% | +10.7% | -24.3% | -17.1% |
| 1Y | -18.0% | +13.3% | -31.4% | -22.0% |
| 3Y | -33.7% | +34.5% | -68.2% | -41.2% |
| 5Y | -19.4% | +67.1% | -86.6% | -34.5% |
| 10Y | -21.3% | +103.0% | -124.3% | -41.4% |
| All | +1,488.6% | +2,217.3% | -728.7% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling