+121.9%
KRE vs GIS
-19.5%
+141.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.8% | -6.4% | +4.6% | -0.8% |
| 30D | -4.5% | -6.1% | +1.6% | -3.6% |
| 3M | +2.7% | +7.8% | -5.1% | +1.2% |
| 6M | +16.9% | -8.8% | +25.6% | +18.2% |
| YTD | +15.4% | -19.1% | +34.5% | +18.7% |
| 1Y | +16.1% | -24.8% | +40.8% | +20.8% |
| 3Y | +85.7% | -37.6% | +123.3% | +97.8% |
| 5Y | +33.3% | -25.4% | +58.7% | +35.2% |
| All | +121.9% | -19.5% | +141.4% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling