-25.2%
GIS vs EOG
+172.6%
-197.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | -8.4% | +1.0% | -9.4% | -8.5% |
| 30D | -5.2% | +2.8% | -8.0% | -5.3% |
| 3M | +8.2% | +5.9% | +2.3% | +7.7% |
| 6M | -12.0% | +17.1% | -29.1% | -13.0% |
| YTD | -18.9% | +43.9% | -62.8% | -20.8% |
| 1Y | -23.6% | +26.9% | -50.5% | -24.9% |
| 3Y | -37.6% | +23.6% | -61.2% | -38.9% |
| 5Y | -25.2% | +178.1% | -203.3% | -31.9% |
| All | -25.2% | +172.6% | -197.8% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling