-21.1%
GIS vs EFV
+169.9%
-191.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -6.4% | -0.8% | -5.6% | -6.2% |
| 30D | -6.1% | +0.6% | -6.7% | -6.3% |
| 3M | +7.8% | +7.5% | +0.3% | +5.8% |
| 6M | -8.8% | +13.0% | -21.8% | -11.8% |
| YTD | -19.1% | +18.3% | -37.4% | -22.8% |
| 1Y | -24.8% | +26.7% | -51.5% | -29.6% |
| 3Y | -37.6% | +89.6% | -127.1% | -47.7% |
| 5Y | -25.4% | +98.2% | -123.6% | -38.7% |
| All | -21.1% | +169.9% | -191.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling