-33.2%
GIS vs EW
-11.1%
-22.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.2% |
| 7D | -4.6% | +6.5% | -11.1% | -4.9% |
| 30D | +6.6% | +22.5% | -15.9% | +5.6% |
| 3M | -8.1% | +13.0% | -21.1% | -8.7% |
| 6M | +4.9% | +37.1% | -32.2% | +3.6% |
| YTD | -21.4% | +24.1% | -45.5% | -22.1% |
| 1Y | -21.6% | +24.2% | -45.9% | -22.4% |
| 3Y | -39.3% | +64.8% | -104.1% | -41.1% |
| 5Y | -33.2% | -7.4% | -25.8% | -34.0% |
| All | -33.2% | -11.1% | -22.1% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling