-15.5%
GIS vs ES
+85.8%
-101.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -8.3% | +1.4% | -9.7% | -8.8% |
| 30D | +2.2% | -1.2% | +3.3% | +2.6% |
| 3M | +15.7% | +5.0% | +10.7% | +13.6% |
| 6M | -12.0% | -2.8% | -9.1% | -11.2% |
| YTD | -15.0% | +8.6% | -23.5% | -17.9% |
| 1Y | -20.1% | +18.9% | -39.1% | -26.1% |
| 3Y | -34.6% | +32.1% | -66.7% | -42.9% |
| 5Y | -22.8% | -5.1% | -17.8% | -23.7% |
| All | -15.5% | +85.8% | -101.3% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling