-39.2%
GIS vs EW
+60.7%
-99.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.2% |
| 7D | -4.6% | +6.5% | -11.1% | -4.8% |
| 30D | +6.6% | +22.5% | -15.9% | +5.8% |
| 3M | -8.1% | +13.0% | -21.1% | -8.6% |
| 6M | +4.9% | +37.1% | -32.2% | +4.1% |
| YTD | -21.4% | +24.1% | -45.5% | -21.9% |
| 1Y | -21.6% | +24.2% | -45.9% | -22.1% |
| All | -39.2% | +60.7% | -99.9% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling