+1,455.3%
XLK vs GIS
+348.7%
+1,106.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.7% |
| 7D | -0.4% | -8.4% | +8.0% | +1.6% |
| 30D | -0.5% | -5.2% | +4.7% | +0.6% |
| 3M | +5.0% | +8.2% | -3.2% | +2.1% |
| 6M | +32.9% | -12.0% | +44.9% | +35.8% |
| YTD | +29.0% | -18.9% | +47.8% | +34.1% |
| 1Y | +37.8% | -23.6% | +61.5% | +45.1% |
| 3Y | +118.7% | -37.6% | +156.3% | +138.5% |
| 5Y | +145.6% | -25.2% | +170.7% | +147.9% |
| 10Y | +791.5% | -19.3% | +810.8% | +752.2% |
| All | +1,455.3% | +348.7% | +1,106.6% | +894.0% |
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