-22.8%
GIS vs EXEL
+197.1%
-220.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -8.6% | -0.3% | -8.3% | -8.6% |
| 30D | -0.5% | +10.1% | -10.6% | -1.0% |
| 3M | +11.9% | +10.1% | +1.8% | +11.2% |
| 6M | -11.6% | +37.7% | -49.3% | -13.4% |
| YTD | -16.3% | +33.1% | -49.4% | -17.9% |
| 1Y | -21.8% | +52.4% | -74.1% | -24.1% |
| 3Y | -35.7% | +163.8% | -199.5% | -40.7% |
| All | -22.8% | +197.1% | -220.0% | -28.6% |
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