+225.7%
XLE vs GIS
-21.0%
+246.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | 0.0% | -8.3% | +8.3% | +0.9% |
| 30D | +12.6% | +2.2% | +10.5% | +12.3% |
| 3M | +11.8% | +15.7% | -3.9% | +9.7% |
| 6M | +16.1% | -12.0% | +28.0% | +18.0% |
| YTD | +46.9% | -15.0% | +61.8% | +49.9% |
| 1Y | +53.3% | -20.1% | +73.4% | +57.5% |
| 3Y | +54.9% | -34.6% | +89.5% | +62.4% |
| 5Y | +225.7% | -22.8% | +248.5% | +211.1% |
| All | +225.7% | -21.0% | +246.7% | +211.1% |
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