-22.9%
GIS vs EXPE
+89.3%
-112.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -8.6% | -11.5% | +2.9% | -8.3% |
| 30D | -0.5% | -13.1% | +12.6% | -0.1% |
| 3M | +11.9% | +18.1% | -6.3% | +11.8% |
| 6M | -11.6% | +13.3% | -24.9% | -11.6% |
| YTD | -16.3% | -3.2% | -13.1% | -16.4% |
| 1Y | -21.8% | +26.1% | -47.9% | -22.0% |
| 3Y | -35.7% | +151.7% | -187.4% | -35.5% |
| 5Y | -22.9% | +88.3% | -111.2% | -24.9% |
| All | -22.9% | +89.3% | -112.1% | -24.9% |
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