+2,340.5%
EXC vs GIS
+1,507.8%
+832.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | +0.3% | -7.8% | +8.1% | +3.2% |
| 30D | -3.7% | +6.6% | -10.3% | -6.1% |
| 3M | -1.3% | +21.0% | -22.3% | -8.5% |
| 6M | -9.7% | -9.1% | -0.6% | -7.3% |
| YTD | +2.9% | -13.6% | +16.5% | +7.2% |
| 1Y | +4.4% | -18.0% | +22.4% | +10.6% |
| 3Y | +22.2% | -33.7% | +55.9% | +38.8% |
| 5Y | +46.7% | -19.4% | +66.1% | +53.5% |
| 10Y | +155.3% | -21.3% | +176.6% | +162.9% |
| All | +2,340.5% | +1,507.8% | +832.7% | +959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling