-20.8%
GIS vs EL
+25.3%
-46.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.8% |
| 7D | -8.4% | -4.4% | -4.1% | -7.9% |
| 30D | -5.2% | +10.3% | -15.5% | -6.4% |
| 3M | +8.2% | +13.4% | -5.2% | +6.5% |
| 6M | -12.0% | +3.1% | -15.1% | -12.8% |
| YTD | -18.9% | -6.9% | -12.0% | -19.1% |
| 1Y | -23.6% | +11.9% | -35.5% | -25.6% |
| 3Y | -37.6% | -33.8% | -3.8% | -36.9% |
| 5Y | -25.2% | -69.0% | +43.8% | -17.1% |
| All | -20.8% | +25.3% | -46.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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