-11.6%
GIS vs EOG
+11.8%
-23.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.5% |
| 7D | -8.6% | -1.3% | -7.3% | -8.7% |
| 30D | -0.5% | +3.4% | -3.8% | -0.1% |
| 3M | +11.9% | +7.8% | +4.1% | +12.1% |
| 6M | -11.6% | +13.4% | -24.9% | -10.7% |
| All | -11.6% | +11.8% | -23.4% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling