+68.7%
XLC vs GIS
-35.3%
+104.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -1.4% | -8.6% | +7.2% | -0.8% |
| 30D | -0.9% | -0.5% | -0.4% | -0.9% |
| 3M | -0.3% | +11.9% | -12.2% | -0.7% |
| 6M | -5.2% | -11.6% | +6.4% | -5.5% |
| YTD | -5.3% | -16.3% | +11.0% | -5.6% |
| 1Y | -2.8% | -21.8% | +18.9% | -3.1% |
| All | +68.7% | -35.3% | +104.0% | +71.3% |
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 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