+39.7%
EXC vs GIS
-33.6%
+73.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -1.4% | -4.6% | +3.2% | 0.0% |
| 30D | +8.3% | +6.6% | +1.7% | +6.1% |
| 3M | +2.6% | -8.1% | +10.7% | +4.8% |
| 6M | +5.2% | +4.9% | +0.3% | +2.5% |
| YTD | +7.5% | -21.4% | +28.9% | +14.8% |
| 1Y | +3.2% | -21.6% | +24.8% | +10.1% |
| 3Y | +29.5% | -39.3% | +68.8% | +50.5% |
| 5Y | +39.7% | -33.2% | +72.8% | +50.9% |
| All | +39.7% | -33.6% | +73.2% | +50.9% |
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