+211.0%
GIS vs EFV
+252.1%
-41.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -8.4% | -2.0% | -6.4% | -7.9% |
| 30D | -5.2% | -0.2% | -5.0% | -5.1% |
| 3M | +8.2% | +9.1% | -1.0% | +5.4% |
| 6M | -12.0% | +11.7% | -23.7% | -15.0% |
| YTD | -18.9% | +17.0% | -35.9% | -22.7% |
| 1Y | -23.6% | +26.7% | -50.3% | -29.0% |
| 3Y | -37.6% | +90.2% | -127.8% | -48.7% |
| 5Y | -25.2% | +96.1% | -121.3% | -39.6% |
| 10Y | -19.3% | +164.5% | -183.9% | -41.8% |
| All | +211.0% | +252.1% | -41.1% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling