+163.9%
XLE vs GIS
-18.2%
+182.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -6.7% | +1.5% | -8.2% | -7.0% |
| 30D | -4.4% | +9.2% | -13.6% | -5.8% |
| 3M | +4.0% | -5.4% | +9.4% | +4.5% |
| 6M | +13.2% | +3.4% | +9.7% | +11.9% |
| YTD | +41.9% | -20.5% | +62.4% | +46.3% |
| 1Y | +41.6% | -20.0% | +61.6% | +45.8% |
| 3Y | +64.0% | -38.6% | +102.6% | +75.0% |
| 5Y | +158.1% | -33.1% | +191.2% | +168.0% |
| 10Y | +163.9% | -16.4% | +180.4% | +162.2% |
| All | +163.9% | -18.2% | +182.2% | +162.2% |
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