+411.2%
XLF vs GIS
+348.7%
+62.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.9% |
| 7D | -2.9% | -8.4% | +5.5% | +0.6% |
| 30D | -1.6% | -5.2% | +3.6% | +0.3% |
| 3M | +9.3% | +8.2% | +1.1% | +4.9% |
| 6M | +14.6% | -12.0% | +26.6% | +19.5% |
| YTD | +4.7% | -18.9% | +23.6% | +12.2% |
| 1Y | +8.6% | -23.6% | +32.3% | +19.0% |
| 3Y | +73.9% | -37.6% | +111.5% | +103.4% |
| 5Y | +65.0% | -25.2% | +90.2% | +73.0% |
| 10Y | +250.4% | -19.3% | +269.8% | +234.5% |
| All | +411.2% | +348.7% | +62.5% | +104.0% |
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