+141.3%
XLC vs GIS
+10.7%
+130.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +1.1% |
| 7D | -1.7% | -8.4% | +6.7% | -0.3% |
| 30D | +0.2% | -5.2% | +5.4% | +1.0% |
| 3M | +0.7% | +8.2% | -7.5% | -0.6% |
| 6M | -4.5% | -12.0% | +7.6% | -2.9% |
| YTD | -4.7% | -18.9% | +14.1% | -2.3% |
| 1Y | -1.5% | -23.6% | +22.1% | +1.9% |
| 3Y | +72.2% | -37.6% | +109.9% | +82.2% |
| 5Y | +39.3% | -25.2% | +64.5% | +39.2% |
| All | +141.3% | +10.7% | +130.7% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling