-30.9%
GIS vs ES
+3.4%
-34.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.6% |
| 7D | +3.6% | +1.9% | +1.7% | +2.9% |
| 30D | +13.9% | +7.1% | +6.8% | +11.3% |
| 3M | +0.3% | -1.9% | +2.3% | +1.0% |
| 6M | +5.0% | +4.4% | +0.6% | +3.4% |
| YTD | -18.4% | +7.3% | -25.7% | -20.5% |
| 1Y | -17.4% | +2.1% | -19.6% | -18.6% |
| 3Y | -36.9% | +41.8% | -78.8% | -45.5% |
| All | -30.9% | +3.4% | -34.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling