+147.8%
XEL vs GIS
-19.5%
+167.3%
-34.4%
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 | -0.3% | -6.4% | +6.1% | +2.2% |
| 30D | -3.9% | -6.1% | +2.2% | -1.8% |
| 3M | -2.8% | +7.8% | -10.6% | -6.5% |
| 6M | -5.4% | -8.8% | +3.4% | -2.8% |
| YTD | +3.8% | -19.1% | +22.9% | +11.5% |
| 1Y | +6.8% | -24.8% | +31.6% | +18.0% |
| 3Y | +45.6% | -37.6% | +83.1% | +71.7% |
| 5Y | +30.7% | -25.4% | +56.1% | +42.0% |
| All | +147.8% | -19.5% | +167.3% | +170.1% |
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