-21.1%
GIS vs EW
+120.5%
-141.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | -6.4% | -6.2% | -0.2% | -5.9% |
| 30D | -6.1% | -9.3% | +3.2% | -5.3% |
| 3M | +7.8% | -1.6% | +9.5% | +8.0% |
| 6M | -8.8% | -0.8% | -7.9% | -8.8% |
| YTD | -19.1% | -1.0% | -18.1% | -19.1% |
| 1Y | -24.8% | +8.2% | -32.9% | -25.3% |
| 3Y | -37.6% | +12.7% | -50.2% | -39.2% |
| 5Y | -25.4% | -30.2% | +4.8% | -24.1% |
| All | -21.1% | +120.5% | -141.5% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling