+1,902.7%
XEL vs GIS
+1,457.4%
+445.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +0.9% | -8.6% | +9.5% | +4.2% |
| 30D | -0.9% | -0.5% | -0.4% | -0.9% |
| 3M | -1.4% | +11.9% | -13.3% | -6.1% |
| 6M | -5.8% | -11.6% | +5.8% | -2.2% |
| YTD | +4.7% | -16.3% | +21.0% | +10.6% |
| 1Y | +9.1% | -21.8% | +30.8% | +17.8% |
| 3Y | +47.8% | -35.7% | +83.5% | +70.4% |
| 5Y | +29.0% | -22.9% | +51.9% | +38.0% |
| 10Y | +154.0% | -16.8% | +170.8% | +157.9% |
| All | +1,902.7% | +1,457.4% | +445.3% | +677.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling