-17.4%
GIS vs EW
+19.7%
-37.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +4.4% |
| 7D | +8.5% | +8.3% | +0.2% | +7.0% |
| 30D | +15.3% | +13.9% | +1.4% | +12.8% |
| 3M | +0.9% | +10.9% | -10.0% | -0.8% |
| 6M | +7.9% | +19.2% | -11.3% | +5.7% |
| YTD | -17.6% | +16.6% | -34.1% | -17.6% |
| 1Y | -17.4% | +18.1% | -35.5% | -17.6% |
| All | -17.4% | +19.7% | -37.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling