+1,463.7%
GIS vs EOG
+7,424.5%
-5,960.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -8.3% | -2.0% | -6.3% | -8.2% |
| 30D | +2.2% | +7.9% | -5.7% | +1.6% |
| 3M | +15.7% | +4.5% | +11.2% | +15.3% |
| 6M | -12.0% | +12.3% | -24.3% | -12.8% |
| YTD | -15.0% | +41.9% | -56.8% | -17.1% |
| 1Y | -20.1% | +27.8% | -48.0% | -21.6% |
| 3Y | -34.6% | +21.8% | -56.4% | -35.9% |
| 5Y | -22.8% | +174.0% | -196.9% | -29.0% |
| 10Y | -18.5% | +110.4% | -128.9% | -26.2% |
| All | +1,463.7% | +7,424.5% | -5,960.8% | +968.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling