+1,019.2%
XLE vs GIS
+335.0%
+684.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | -0.2% | -4.6% | +4.3% | +1.2% |
| 30D | -4.0% | +6.6% | -10.6% | -6.3% |
| 3M | +4.6% | -8.1% | +12.7% | +6.6% |
| 6M | +12.3% | +4.9% | +7.4% | +9.0% |
| YTD | +44.5% | -21.4% | +65.9% | +53.5% |
| 1Y | +42.4% | -21.6% | +64.0% | +51.3% |
| 3Y | +67.0% | -39.3% | +106.3% | +90.2% |
| 5Y | +161.9% | -33.2% | +195.1% | +181.9% |
| 10Y | +173.9% | -17.3% | +191.2% | +158.7% |
| All | +1,019.2% | +335.0% | +684.3% | +484.7% |
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