-25.7%
GIS vs ET
+241.8%
-267.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -6.1% | +2.9% | -9.0% | -6.3% |
| 3M | +7.8% | +16.8% | -9.0% | +6.6% |
| 6M | -8.8% | +18.9% | -27.7% | -9.9% |
| YTD | -19.1% | +37.7% | -56.8% | -20.9% |
| 1Y | -24.8% | +32.4% | -57.2% | -26.2% |
| 3Y | -37.6% | +99.5% | -137.0% | -41.8% |
| All | -25.7% | +241.8% | -267.4% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling