-22.9%
GIS vs EXE
+100.7%
-123.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -8.6% | -2.7% | -5.9% | -8.5% |
| 30D | -0.5% | -0.4% | -0.1% | -0.4% |
| 3M | +11.9% | +9.5% | +2.4% | +11.6% |
| 6M | -11.6% | -9.3% | -2.2% | -11.4% |
| YTD | -16.3% | -10.9% | -5.4% | -16.1% |
| 1Y | -21.8% | +4.3% | -26.0% | -21.9% |
| 3Y | -35.7% | +18.8% | -54.5% | -36.4% |
| 5Y | -22.9% | +101.4% | -124.3% | -25.0% |
| All | -22.9% | +100.7% | -123.6% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling