+253.9%
XLI vs GIS
-19.5%
+273.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.7% | -6.4% | +4.7% | -0.5% |
| 30D | -7.3% | -6.1% | -1.2% | -6.4% |
| 3M | -1.3% | +7.8% | -9.2% | -3.2% |
| 6M | +2.2% | -8.8% | +11.0% | +3.5% |
| YTD | +11.7% | -19.1% | +30.8% | +15.5% |
| 1Y | +14.3% | -24.8% | +39.0% | +19.8% |
| 3Y | +70.3% | -37.6% | +107.9% | +83.8% |
| 5Y | +82.3% | -25.4% | +107.7% | +86.3% |
| All | +253.9% | -19.5% | +273.4% | +259.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling