-37.6%
GIS vs EOG
+22.5%
-60.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | +1.5% | -7.9% | -6.5% |
| 30D | -6.1% | +2.9% | -9.1% | -6.3% |
| 3M | +7.8% | +8.7% | -0.9% | +7.1% |
| 6M | -8.8% | +12.9% | -21.7% | -9.9% |
| YTD | -19.1% | +43.8% | -62.9% | -22.1% |
| 1Y | -24.8% | +27.1% | -51.8% | -26.8% |
| 3Y | -37.6% | +25.9% | -63.5% | -40.0% |
| All | -37.6% | +22.5% | -60.1% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling