-17.4%
GIS vs ET
+24.7%
-42.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +5.2% |
| 7D | +8.5% | -6.0% | +14.5% | +8.7% |
| 30D | +15.3% | -6.1% | +21.4% | +16.0% |
| 3M | +0.9% | -2.7% | +3.6% | +0.5% |
| 6M | +7.9% | +0.2% | +7.7% | +6.4% |
| YTD | -17.6% | +24.3% | -41.9% | -21.9% |
| 1Y | -17.4% | +26.4% | -43.8% | -21.7% |
| All | -17.4% | +24.7% | -42.1% | -21.7% |
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