-17.3%
GIS vs EXEL
+320.7%
-338.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.4% |
| 7D | -3.4% | -0.8% | -2.5% | -3.3% |
| 30D | +6.9% | +13.1% | -6.3% | +6.5% |
| 3M | -10.1% | +36.3% | -46.5% | -11.0% |
| 6M | +5.9% | +34.5% | -28.7% | +4.8% |
| YTD | -21.1% | +57.4% | -78.5% | -22.3% |
| 1Y | -22.5% | +62.9% | -85.4% | -23.8% |
| 3Y | -39.0% | +229.5% | -268.5% | -41.6% |
| 5Y | -33.3% | +281.2% | -314.5% | -36.5% |
| All | -17.3% | +320.7% | -338.0% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling