+1,317.1%
GIS vs ED
+2,477.8%
-1,160.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -8.1% | -1.7% | -6.3% | -7.4% |
| 30D | +5.3% | +10.7% | -5.4% | +1.3% |
| 3M | -10.5% | +11.6% | -22.2% | -14.2% |
| 6M | +1.8% | +13.5% | -11.7% | -3.0% |
| YTD | -22.9% | +23.1% | -46.1% | -28.9% |
| 1Y | -22.9% | +23.1% | -46.0% | -29.0% |
| 3Y | -40.5% | +47.9% | -88.5% | -49.1% |
| 5Y | -34.9% | +83.9% | -118.8% | -48.9% |
| 10Y | -19.0% | +142.1% | -161.1% | -43.4% |
| All | +1,317.1% | +2,477.8% | -1,160.7% | +271.7% |
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