-18.0%
GIS vs ET
+31.4%
-49.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -7.8% | +0.9% | -8.7% | -8.0% |
| 30D | +6.6% | +7.5% | -0.9% | +5.3% |
| 3M | +21.0% | +11.4% | +9.6% | +18.6% |
| 6M | -9.1% | +18.5% | -27.6% | -11.6% |
| YTD | -13.6% | +37.4% | -51.0% | -16.4% |
| 1Y | -18.0% | +30.9% | -49.0% | -20.0% |
| All | -18.0% | +31.4% | -49.4% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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