-21.1%
GIS vs EOG
+121.1%
-142.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | +1.5% | -7.9% | -6.4% |
| 30D | -6.1% | +2.9% | -9.1% | -6.2% |
| 3M | +7.8% | +8.7% | -0.9% | +7.5% |
| 6M | -8.8% | +12.9% | -21.7% | -9.2% |
| YTD | -19.1% | +43.8% | -62.9% | -20.0% |
| 1Y | -24.8% | +27.1% | -51.8% | -25.4% |
| 3Y | -37.6% | +25.9% | -63.5% | -38.2% |
| 5Y | -25.4% | +177.9% | -203.4% | -27.5% |
| All | -21.1% | +121.1% | -142.2% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling