-39.0%
GIS vs ES
+53.3%
-92.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -3.4% | +2.7% | -6.1% | -4.2% |
| 30D | +6.9% | +7.6% | -0.7% | +4.3% |
| 3M | -10.1% | +0.5% | -10.6% | -10.4% |
| 6M | +5.9% | +7.6% | -1.7% | +3.4% |
| YTD | -21.1% | +10.2% | -31.3% | -23.7% |
| 1Y | -22.5% | +1.8% | -24.3% | -23.5% |
| 3Y | -39.0% | +55.4% | -94.4% | -45.8% |
| All | -39.0% | +53.3% | -92.3% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling