+1,374.6%
GIS vs ES
+1,229.2%
+145.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +10.1% | +5.7% | +4.4% | +8.6% |
| 3M | -3.7% | -2.8% | -0.9% | -2.9% |
| 6M | +4.3% | +7.0% | -2.7% | +2.5% |
| YTD | -19.8% | +6.8% | -26.6% | -21.3% |
| 1Y | -20.5% | -0.5% | -20.0% | -20.7% |
| 3Y | -38.3% | +47.2% | -85.5% | -44.8% |
| 5Y | -32.2% | +2.3% | -34.4% | -33.9% |
| 10Y | -18.0% | +85.6% | -103.6% | -30.6% |
| All | +1,374.6% | +1,229.2% | +145.3% | +688.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling