+637.6%
GIS vs EL
+1,685.7%
-1,048.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.4% | -2.9% |
| 7D | -7.8% | +0.8% | -8.6% | -8.0% |
| 30D | +6.6% | +19.8% | -13.3% | +3.8% |
| 3M | +21.0% | +25.7% | -4.7% | +17.1% |
| 6M | -9.1% | +5.4% | -14.5% | -10.3% |
| YTD | -13.6% | +0.2% | -13.8% | -14.6% |
| 1Y | -18.0% | +20.4% | -38.5% | -21.3% |
| 3Y | -33.7% | -32.1% | -1.5% | -33.1% |
| 5Y | -19.4% | -67.2% | +47.7% | -11.2% |
| 10Y | -21.3% | +31.7% | -53.0% | -31.8% |
| All | +637.6% | +1,685.7% | -1,048.1% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling