+160.8%
EXC vs GIS
-19.2%
+180.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +0.3% | -8.6% | +8.9% | +3.6% |
| 30D | -0.9% | -0.5% | -0.4% | -0.9% |
| 3M | -2.7% | +11.9% | -14.6% | -7.4% |
| 6M | -9.4% | -11.6% | +2.2% | -5.8% |
| YTD | +3.0% | -16.3% | +19.4% | +8.9% |
| 1Y | +5.1% | -21.8% | +26.9% | +13.9% |
| 3Y | +20.6% | -35.7% | +56.2% | +39.9% |
| 5Y | +45.7% | -22.9% | +68.6% | +54.5% |
| 10Y | +160.8% | -16.8% | +177.6% | +175.0% |
| All | +160.8% | -19.2% | +180.0% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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