+73.0%
XLF vs GIS
-37.3%
+110.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | -2.9% | -8.4% | +5.5% | -2.1% |
| 30D | -1.6% | -5.2% | +3.6% | -1.2% |
| 3M | +9.3% | +8.2% | +1.1% | +8.2% |
| 6M | +14.6% | -12.0% | +26.6% | +15.6% |
| YTD | +4.7% | -18.9% | +23.6% | +6.3% |
| 1Y | +8.6% | -23.6% | +32.3% | +11.1% |
| All | +73.0% | -37.3% | +110.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling