-40.4%
GIS vs EXEL
+234.5%
-274.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -8.1% | +1.6% | -9.7% | -8.2% |
| 30D | +5.3% | +17.4% | -12.0% | +4.3% |
| 3M | -10.5% | +38.6% | -49.2% | -12.3% |
| 6M | +1.8% | +41.2% | -39.4% | -0.4% |
| YTD | -22.9% | +59.3% | -82.3% | -25.4% |
| 1Y | -22.9% | +60.2% | -83.2% | -25.5% |
| All | -40.4% | +234.5% | -274.9% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling