+378.5%
GIS vs EXEL
+273.2%
+105.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.8% | +8.4% | -16.2% | -8.1% |
| 30D | +6.6% | +4.1% | +2.5% | +6.4% |
| 3M | +21.0% | +12.4% | +8.6% | +20.4% |
| 6M | -9.1% | +41.5% | -50.6% | -10.4% |
| YTD | -13.6% | +34.6% | -48.3% | -14.7% |
| 1Y | -18.0% | +57.9% | -75.9% | -19.6% |
| 3Y | -33.7% | +159.5% | -193.2% | -36.4% |
| 5Y | -19.4% | +198.5% | -217.9% | -23.5% |
| 10Y | -21.3% | +411.4% | -432.6% | -28.4% |
| All | +378.5% | +273.2% | +105.3% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling