-37.4%
GIS vs ETR
+144.8%
-182.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -8.4% | -1.9% | -6.5% | -8.1% |
| 30D | -5.2% | -0.2% | -5.0% | -5.2% |
| 3M | +8.2% | -3.7% | +11.9% | +8.8% |
| 6M | -12.0% | +2.1% | -14.1% | -12.6% |
| YTD | -18.9% | +16.5% | -35.3% | -21.3% |
| 1Y | -23.6% | +22.5% | -46.1% | -26.7% |
| All | -37.4% | +144.8% | -182.1% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling