+150.2%
XLE vs GIS
-31.9%
+182.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | -7.9% | +0.4% | -8.3% | -8.0% |
| 30D | -4.8% | +10.1% | -14.9% | -5.8% |
| 3M | +8.4% | -3.7% | +12.0% | +8.6% |
| 6M | +12.7% | +4.3% | +8.4% | +11.8% |
| YTD | +41.3% | -19.8% | +61.1% | +44.7% |
| 1Y | +42.3% | -20.5% | +62.8% | +45.9% |
| 3Y | +65.1% | -38.3% | +103.4% | +73.4% |
| 5Y | +150.2% | -32.2% | +182.4% | +143.9% |
| All | +150.2% | -31.9% | +182.1% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling