-18.0%
GIS vs ES
+16.6%
-34.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | +6.6% | -2.0% | +8.5% | +7.1% |
| 3M | +21.0% | +1.7% | +19.3% | +20.9% |
| 6M | -9.1% | -3.5% | -5.5% | -8.6% |
| YTD | -13.6% | +7.9% | -21.5% | -14.5% |
| 1Y | -18.0% | +17.2% | -35.2% | -21.2% |
| All | -18.0% | +16.6% | -34.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling