+42.0%
XLP vs GIS
-30.4%
+72.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.3% |
| 7D | +0.7% | +3.6% | -2.8% | -0.6% |
| 30D | +10.3% | +13.9% | -3.6% | +4.8% |
| 3M | +6.5% | +0.3% | +6.2% | +5.9% |
| 6M | +8.4% | +5.0% | +3.4% | +5.5% |
| YTD | +18.2% | -18.4% | +36.6% | +26.4% |
| 1Y | +22.4% | -17.4% | +39.9% | +30.2% |
| 3Y | +41.9% | -36.9% | +78.8% | +66.2% |
| All | +42.0% | -30.4% | +72.4% | +52.8% |
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 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