-34.9%
GIS vs EXEL
+289.1%
-324.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.3% |
| 1Y | -22.9% | +60.2% | -83.2% | -25.4% |
| 3Y | -40.5% | +232.6% | -273.1% | -46.4% |
| 5Y | -34.9% | +285.9% | -320.7% | -41.9% |
| All | -34.9% | +289.1% | -324.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling