+34.1%
XLP vs GIS
-19.2%
+53.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.1% |
| 7D | -1.0% | -7.8% | +6.8% | +2.1% |
| 30D | -0.9% | +6.6% | -7.4% | -3.4% |
| 3M | +3.8% | +21.0% | -17.2% | -4.0% |
| 6M | -1.7% | -9.1% | +7.3% | +1.4% |
| YTD | +10.3% | -13.6% | +23.9% | +15.7% |
| 1Y | +7.8% | -18.0% | +25.8% | +15.3% |
| 3Y | +27.2% | -33.7% | +60.9% | +46.3% |
| All | +34.1% | -19.2% | +53.2% | +40.6% |
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