+1,463.7%
GIS vs ETR
+4,465.2%
-3,001.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.9% |
| 7D | -8.3% | +1.4% | -9.7% | -8.6% |
| 30D | +2.2% | +1.9% | +0.3% | +1.6% |
| 3M | +15.7% | +1.0% | +14.7% | +15.3% |
| 6M | -12.0% | +4.8% | -16.8% | -13.3% |
| YTD | -15.0% | +19.5% | -34.5% | -19.1% |
| 1Y | -20.1% | +28.1% | -48.2% | -25.4% |
| 3Y | -34.6% | +151.1% | -185.8% | -49.3% |
| 5Y | -22.8% | +125.2% | -148.0% | -38.9% |
| 10Y | -18.5% | +291.1% | -309.6% | -45.0% |
| All | +1,463.7% | +4,465.2% | -3,001.6% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling