+29.5%
XLB vs GIS
-17.8%
+47.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +1.8% |
| 7D | +3.9% | +8.5% | -4.5% | +2.9% |
| 30D | +8.9% | +15.3% | -6.4% | +6.9% |
| 3M | +4.1% | +0.9% | +3.2% | +3.8% |
| 6M | +7.3% | +7.9% | -0.6% | +6.4% |
| YTD | +20.4% | -17.6% | +38.0% | +24.4% |
| 1Y | +29.5% | -17.4% | +46.9% | +33.2% |
| All | +29.5% | -17.8% | +47.3% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling