+35.0%
XLB vs GIS
-23.6%
+58.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -2.9% | -8.6% | +5.7% | -1.4% |
| 30D | -3.4% | -0.5% | -2.9% | -3.4% |
| 3M | +1.6% | +11.9% | -10.3% | -0.6% |
| 6M | +3.6% | -11.6% | +15.2% | +5.9% |
| YTD | +14.2% | -16.3% | +30.6% | +17.8% |
| 1Y | +15.6% | -21.8% | +37.3% | +20.6% |
| 3Y | +33.1% | -35.7% | +68.8% | +42.6% |
| 5Y | +35.0% | -22.9% | +57.9% | +34.1% |
| All | +35.0% | -23.6% | +58.7% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling