+31.6%
EXC vs GIS
-39.1%
+70.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -1.4% | -4.6% | +3.2% | -0.1% |
| 30D | +8.3% | +6.6% | +1.7% | +6.4% |
| 3M | +2.6% | -8.1% | +10.7% | +4.4% |
| 6M | +5.2% | +4.9% | +0.3% | +2.8% |
| YTD | +7.5% | -21.4% | +28.9% | +14.0% |
| 1Y | +3.2% | -21.6% | +24.8% | +9.4% |
| All | +31.6% | -39.1% | +70.8% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling