+46.2%
EXC vs GIS
-21.0%
+67.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | +1.2% | -8.3% | +9.5% | +3.9% |
| 30D | -2.7% | +2.2% | -4.9% | -3.6% |
| 3M | -1.0% | +15.7% | -16.7% | -6.1% |
| 6M | -9.3% | -12.0% | +2.7% | -5.9% |
| YTD | +3.6% | -15.0% | +18.6% | +8.3% |
| 1Y | +5.9% | -20.1% | +26.0% | +13.1% |
| 3Y | +21.3% | -34.6% | +55.9% | +38.2% |
| 5Y | +46.2% | -22.8% | +69.0% | +52.5% |
| All | +46.2% | -21.0% | +67.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling