+203.7%
GIS vs EXPE
+723.5%
-519.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +6.9% | -6.1% | +13.0% | +7.2% |
| 3M | -10.1% | -21.3% | +11.2% | -9.0% |
| 6M | +5.9% | +19.0% | -13.1% | +4.8% |
| YTD | -21.1% | -8.4% | -12.7% | -21.1% |
| 1Y | -22.5% | -2.8% | -19.7% | -22.7% |
| 3Y | -39.0% | +120.8% | -159.7% | -42.3% |
| 5Y | -33.3% | +46.2% | -79.5% | -36.3% |
| 10Y | -17.0% | +123.8% | -140.9% | -25.3% |
| All | +203.7% | +723.5% | -519.8% | +122.7% |
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