+7.2%
XLP vs GIS
-20.3%
+27.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -1.4% | -8.3% | +6.8% | +1.2% |
| 30D | -1.3% | +2.2% | -3.5% | -2.1% |
| 3M | +1.8% | +15.7% | -13.9% | -3.0% |
| 6M | -0.8% | -12.0% | +11.2% | +2.6% |
| YTD | +9.5% | -15.0% | +24.5% | +13.9% |
| 1Y | +7.2% | -20.1% | +27.3% | +13.2% |
| All | +7.2% | -20.3% | +27.5% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling