-34.6%
GIS vs EXPE
+162.6%
-197.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.9% | +6.3% | -1.1% |
| 7D | -8.3% | -9.8% | +1.5% | -7.7% |
| 30D | +2.2% | -11.5% | +13.7% | +2.9% |
| 3M | +15.7% | +21.7% | -6.0% | +15.1% |
| 6M | -12.0% | +10.4% | -22.3% | -12.2% |
| YTD | -15.0% | -2.5% | -12.4% | -15.1% |
| 1Y | -20.1% | +27.3% | -47.5% | -21.0% |
| 3Y | -34.6% | +153.5% | -188.1% | -35.2% |
| All | -34.6% | +162.6% | -197.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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