-23.6%
GIS vs EL
+11.6%
-35.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.8% |
| 7D | -8.4% | -4.4% | -4.1% | -8.0% |
| 30D | -5.2% | +10.3% | -15.5% | -6.4% |
| 3M | +8.2% | +13.4% | -5.2% | +6.4% |
| 6M | -12.0% | +3.1% | -15.1% | -13.5% |
| YTD | -18.9% | -6.9% | -12.0% | -20.1% |
| 1Y | -23.6% | +11.9% | -35.5% | -23.4% |
| All | -23.6% | +11.6% | -35.2% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling