-33.8%
GIS vs ETR
+157.6%
-191.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -3.4% | +1.2% | -4.5% | -3.7% |
| 30D | +6.9% | +7.0% | -0.1% | +5.0% |
| 3M | -10.1% | +4.6% | -14.7% | -11.3% |
| 6M | +5.9% | +0.1% | +5.7% | +5.6% |
| YTD | -21.1% | +23.2% | -44.3% | -25.9% |
| 1Y | -22.5% | +20.6% | -43.1% | -26.8% |
| 3Y | -39.0% | +156.3% | -195.3% | -56.8% |
| All | -33.8% | +157.6% | -191.4% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling