+64.7%
XLC vs GIS
-38.9%
+103.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | +3.7% | -3.4% | +7.1% | +4.0% |
| 30D | -1.9% | +6.9% | -8.8% | -2.4% |
| 3M | -3.1% | -10.1% | +7.0% | -2.4% |
| 6M | -6.4% | +5.9% | -12.2% | -6.5% |
| YTD | -6.8% | -21.1% | +14.3% | -6.6% |
| 1Y | -1.7% | -22.5% | +20.8% | -1.5% |
| 3Y | +64.7% | -39.0% | +103.7% | +65.8% |
| All | +64.7% | -38.9% | +103.6% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling