-33.8%
GIS vs EXE
+76.7%
-110.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | -3.4% | +5.3% | -8.7% | -3.5% |
| 30D | +6.9% | -2.2% | +9.1% | +6.9% |
| 3M | -10.1% | -5.9% | -4.2% | -10.0% |
| 6M | +5.9% | -5.7% | +11.6% | +6.0% |
| YTD | -21.1% | -17.8% | -3.3% | -20.6% |
| 1Y | -22.5% | -23.1% | +0.6% | -21.8% |
| 3Y | -39.0% | +21.2% | -60.2% | -40.1% |
| All | -33.8% | +76.7% | -110.5% | -37.4% |
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