-33.2%
GIS vs EXPE
+42.3%
-75.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | -4.6% | -17.8% | +13.2% | -3.9% |
| 30D | +6.6% | -3.2% | +9.8% | +6.7% |
| 3M | -8.1% | -19.0% | +10.9% | -7.6% |
| 6M | +4.9% | +17.7% | -12.8% | +5.0% |
| YTD | -21.4% | -7.8% | -13.6% | -21.3% |
| 1Y | -21.6% | -1.4% | -20.2% | -21.6% |
| 3Y | -39.3% | +121.9% | -161.2% | -39.0% |
| 5Y | -33.2% | +44.3% | -77.4% | -31.2% |
| All | -33.2% | +42.3% | -75.5% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling