-25.2%
GIS vs EFV
+94.1%
-119.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -8.4% | -2.0% | -6.4% | -8.0% |
| 30D | -5.2% | -0.2% | -5.0% | -5.2% |
| 3M | +8.2% | +9.1% | -1.0% | +6.1% |
| 6M | -12.0% | +11.7% | -23.7% | -14.2% |
| YTD | -18.9% | +17.0% | -35.9% | -21.8% |
| 1Y | -23.6% | +26.7% | -50.3% | -27.8% |
| 3Y | -37.6% | +90.2% | -127.8% | -46.1% |
| 5Y | -25.2% | +96.1% | -121.3% | -35.6% |
| All | -25.2% | +94.1% | -119.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling