-23.7%
GIS vs EXE
+182.2%
-205.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.3% |
| 7D | -6.4% | -3.1% | -3.2% | -6.3% |
| 30D | -6.1% | -0.9% | -5.2% | -6.1% |
| 3M | +7.8% | +9.6% | -1.7% | +7.6% |
| 6M | -8.8% | -11.6% | +2.8% | -8.5% |
| YTD | -19.1% | -12.6% | -6.6% | -18.9% |
| 1Y | -24.8% | +1.2% | -25.9% | -24.8% |
| 3Y | -37.6% | +18.0% | -55.6% | -38.1% |
| 5Y | -25.4% | +101.1% | -126.5% | -26.7% |
| All | -23.7% | +182.2% | -205.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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