-23.6%
GIS vs EW
+8.2%
-31.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -8.4% | -3.4% | -5.1% | -7.9% |
| 30D | -5.2% | -7.4% | +2.2% | -4.2% |
| 3M | +8.2% | +0.9% | +7.2% | +8.4% |
| 6M | -12.0% | +1.2% | -13.2% | -12.1% |
| YTD | -18.9% | +1.8% | -20.7% | -17.6% |
| 1Y | -23.6% | +10.8% | -34.5% | -25.5% |
| All | -23.6% | +8.2% | -31.8% | -25.5% |
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