-22.9%
GIS vs EW
-29.9%
+7.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -8.6% | -5.1% | -3.5% | -8.4% |
| 30D | -0.5% | -6.4% | +5.9% | -0.2% |
| 3M | +11.9% | -1.6% | +13.5% | +12.0% |
| 6M | -11.6% | +2.3% | -13.9% | -11.6% |
| YTD | -16.3% | +1.1% | -17.4% | -16.3% |
| 1Y | -21.8% | +8.0% | -29.7% | -21.9% |
| 3Y | -35.7% | +16.3% | -52.0% | -36.5% |
| 5Y | -22.9% | -29.4% | +6.5% | -22.5% |
| All | -22.9% | -29.9% | +7.0% | -22.5% |
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 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