+25.2%
GIS vs EQX
+232.0%
-206.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -6.4% | -3.2% | -3.2% | -6.3% |
| 30D | -6.1% | +7.8% | -13.9% | -6.3% |
| 3M | +7.8% | +21.3% | -13.5% | +7.4% |
| 6M | -8.8% | -22.4% | +13.6% | -8.4% |
| YTD | -19.1% | -11.3% | -7.8% | -19.0% |
| 1Y | -24.8% | +13.5% | -38.3% | -25.2% |
| 3Y | -37.6% | +162.1% | -199.7% | -39.9% |
| 5Y | -25.4% | +84.2% | -109.6% | -28.2% |
| All | +25.2% | +232.0% | -206.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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