+1,111.5%
XLI vs GIS
+370.3%
+741.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.0% | -8.3% | +9.3% | +3.8% |
| 30D | -5.8% | +2.2% | -8.0% | -6.7% |
| 3M | +0.7% | +15.7% | -15.0% | -4.9% |
| 6M | +3.2% | -12.0% | +15.1% | +6.6% |
| YTD | +13.0% | -15.0% | +28.0% | +17.6% |
| 1Y | +16.8% | -20.1% | +36.9% | +23.8% |
| 3Y | +72.4% | -34.6% | +107.0% | +92.5% |
| 5Y | +82.8% | -22.8% | +105.6% | +88.3% |
| 10Y | +252.4% | -18.5% | +270.9% | +241.6% |
| All | +1,111.5% | +370.3% | +741.2% | +480.3% |
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