-17.4%
GIS vs EOG
+45.9%
-63.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.2% | +10.4% | +5.3% |
| 7D | +8.5% | -8.6% | +17.1% | +8.8% |
| 30D | +15.3% | +2.8% | +12.6% | +14.8% |
| 3M | +0.9% | +3.2% | -2.2% | +0.4% |
| 6M | +7.9% | +5.3% | +2.6% | +7.2% |
| YTD | -17.6% | +44.5% | -62.1% | -25.0% |
| 1Y | -17.4% | +44.2% | -61.5% | -25.9% |
| All | -17.4% | +45.9% | -63.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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