+232.5%
GIS vs EXPE
+851.4%
-618.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.4% |
| 7D | -7.8% | -9.5% | +1.7% | -7.3% |
| 30D | +6.6% | -6.6% | +13.2% | +7.0% |
| 3M | +21.0% | +31.4% | -10.4% | +19.2% |
| 6M | -9.1% | +35.2% | -44.3% | -10.6% |
| YTD | -13.6% | +5.8% | -19.4% | -14.2% |
| 1Y | -18.0% | +38.7% | -56.7% | -19.9% |
| 3Y | -33.7% | +175.8% | -209.4% | -38.1% |
| 5Y | -19.4% | +111.8% | -131.3% | -24.7% |
| 10Y | -21.3% | +179.7% | -201.0% | -30.1% |
| All | +232.5% | +851.4% | -618.9% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling