+633.7%
XLU vs GIS
+348.7%
+285.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | +0.2% |
| 7D | -1.2% | -8.4% | +7.2% | +2.1% |
| 30D | -2.5% | -5.2% | +2.6% | -0.8% |
| 3M | -2.7% | +8.2% | -10.9% | -6.5% |
| 6M | -7.5% | -12.0% | +4.6% | -3.8% |
| YTD | +0.9% | -18.9% | +19.8% | +7.8% |
| 1Y | +3.3% | -23.6% | +26.9% | +12.6% |
| 3Y | +47.3% | -37.6% | +84.9% | +71.6% |
| 5Y | +44.4% | -25.2% | +69.6% | +54.4% |
| 10Y | +140.8% | -19.3% | +160.1% | +142.6% |
| All | +633.7% | +348.7% | +285.0% | +290.4% |
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