+181.3%
XLE vs GIS
-19.2%
+200.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +0.3% | -8.6% | +8.9% | +1.7% |
| 30D | +8.5% | -0.5% | +9.0% | +8.5% |
| 3M | +14.6% | +11.9% | +2.7% | +12.3% |
| 6M | +17.6% | -11.6% | +29.2% | +19.6% |
| YTD | +48.1% | -16.3% | +64.4% | +51.9% |
| 1Y | +53.8% | -21.8% | +75.5% | +59.3% |
| 3Y | +56.2% | -35.7% | +91.9% | +66.0% |
| 5Y | +227.7% | -22.9% | +250.6% | +232.6% |
| 10Y | +181.3% | -16.8% | +198.1% | +188.9% |
| All | +181.3% | -19.2% | +200.5% | +188.9% |
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