+210.8%
GIS vs ET
+1,447.8%
-1,237.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | -8.6% | +0.6% | -9.3% | -8.6% |
| 30D | -0.5% | +5.3% | -5.8% | -0.8% |
| 3M | +11.9% | +15.6% | -3.8% | +10.8% |
| 6M | -11.6% | +20.6% | -32.2% | -12.7% |
| YTD | -16.3% | +38.5% | -54.9% | -18.1% |
| 1Y | -21.8% | +35.7% | -57.5% | -23.4% |
| 3Y | -35.7% | +98.4% | -134.0% | -38.8% |
| 5Y | -22.9% | +245.3% | -268.2% | -29.7% |
| 10Y | -16.8% | +173.7% | -190.6% | -24.6% |
| All | +210.8% | +1,447.8% | -1,237.1% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling