+508.9%
XLP vs GIS
+377.8%
+131.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.3% |
| 7D | -1.0% | -7.8% | +6.8% | +2.5% |
| 30D | -0.9% | +6.6% | -7.4% | -3.7% |
| 3M | +3.8% | +21.0% | -17.2% | -4.9% |
| 6M | -1.7% | -9.1% | +7.3% | +1.6% |
| YTD | +10.3% | -13.6% | +23.9% | +16.2% |
| 1Y | +7.8% | -18.0% | +25.8% | +15.9% |
| 3Y | +27.2% | -33.7% | +60.9% | +48.1% |
| 5Y | +32.5% | -19.4% | +52.0% | +40.1% |
| 10Y | +101.8% | -21.3% | +123.0% | +108.9% |
| All | +508.9% | +377.8% | +131.2% | +179.5% |
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