-5.8%
XLC vs GIS
-17.8%
+12.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.8% |
| 7D | +1.8% | +8.5% | -6.7% | +0.7% |
| 30D | -6.0% | +15.3% | -21.3% | -7.8% |
| 3M | -6.0% | +0.9% | -7.0% | -6.2% |
| 6M | -9.1% | +7.9% | -17.0% | -9.8% |
| YTD | -10.0% | -17.6% | +7.6% | -11.2% |
| 1Y | -5.8% | -17.4% | +11.6% | -7.0% |
| All | -5.8% | -17.8% | +12.0% | -7.0% |
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