+142.5%
XLC vs GIS
+17.8%
+124.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -0.8% | -7.8% | +7.0% | +0.4% |
| 30D | +1.0% | +6.6% | -5.5% | 0.0% |
| 3M | -0.7% | +21.0% | -21.7% | -3.6% |
| 6M | -5.1% | -9.1% | +3.9% | -4.2% |
| YTD | -4.3% | -13.6% | +9.3% | -2.7% |
| 1Y | -0.6% | -18.0% | +17.5% | +1.7% |
| 3Y | +72.7% | -33.7% | +106.4% | +81.0% |
| 5Y | +38.0% | -19.4% | +57.4% | +36.2% |
| All | +142.5% | +17.8% | +124.6% | +123.6% |
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