+811.7%
XLB vs GIS
+370.3%
+441.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -0.2% | -8.3% | +8.0% | +2.8% |
| 30D | -1.7% | +2.2% | -3.9% | -2.7% |
| 3M | +4.4% | +15.7% | -11.3% | -1.6% |
| 6M | +5.0% | -12.0% | +17.0% | +9.0% |
| YTD | +15.5% | -15.0% | +30.4% | +20.9% |
| 1Y | +14.9% | -20.1% | +35.0% | +22.8% |
| 3Y | +34.5% | -34.6% | +69.1% | +52.4% |
| 5Y | +36.5% | -22.8% | +59.4% | +42.1% |
| 10Y | +159.6% | -18.5% | +178.1% | +153.9% |
| All | +811.7% | +370.3% | +441.5% | +307.3% |
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