+196.6%
GIS vs EXPE
+733.4%
-536.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -8.1% | -4.2% | -3.9% | -7.8% |
| 30D | +5.3% | -4.5% | +9.8% | +5.5% |
| 3M | -10.5% | -19.7% | +9.2% | -9.5% |
| 6M | +1.8% | +18.3% | -16.5% | +0.8% |
| YTD | -22.9% | -7.3% | -15.6% | -23.0% |
| 1Y | -22.9% | -3.9% | -19.0% | -23.2% |
| 3Y | -40.5% | +123.0% | -163.5% | -43.8% |
| 5Y | -34.9% | +47.9% | -82.8% | -37.8% |
| 10Y | -19.0% | +126.5% | -145.5% | -27.1% |
| All | +196.6% | +733.4% | -536.7% | +117.4% |
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