+148.7%
XLK vs GIS
-25.1%
+173.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +0.2% | -6.4% | +6.6% | -0.6% |
| 30D | -0.6% | -6.1% | +5.5% | -1.4% |
| 3M | +2.6% | +7.8% | -5.3% | +3.6% |
| 6M | +34.0% | -8.8% | +42.8% | +33.8% |
| YTD | +30.7% | -19.1% | +49.8% | +29.5% |
| 1Y | +39.2% | -24.8% | +64.0% | +37.7% |
| 3Y | +120.4% | -37.6% | +158.0% | +115.5% |
| All | +148.7% | -25.1% | +173.8% | +133.2% |
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