+64.3%
XLF vs GIS
-25.1%
+89.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | -6.4% | +4.9% | -0.6% |
| 30D | -1.2% | -6.1% | +4.9% | -0.4% |
| 3M | +9.2% | +7.8% | +1.3% | +7.7% |
| 6M | +16.3% | -8.8% | +25.1% | +17.5% |
| YTD | +5.4% | -19.1% | +24.6% | +8.1% |
| 1Y | +7.6% | -24.8% | +32.4% | +11.6% |
| 3Y | +74.2% | -37.6% | +111.8% | +85.1% |
| All | +64.3% | -25.1% | +89.3% | +58.8% |
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