-18.0%
GIS vs EXEL
+59.2%
-77.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.8% | +8.4% | -16.2% | -7.5% |
| 30D | +6.6% | +4.1% | +2.5% | +6.8% |
| 3M | +21.0% | +12.4% | +8.6% | +21.6% |
| 6M | -9.1% | +41.5% | -50.6% | -7.6% |
| YTD | -13.6% | +34.6% | -48.3% | -12.3% |
| 1Y | -18.0% | +57.9% | -75.9% | -16.7% |
| All | -18.0% | +59.2% | -77.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling