+32.9%
XLV vs GIS
-17.8%
+50.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.1% |
| 7D | +5.5% | +8.5% | -2.9% | +4.0% |
| 30D | +13.3% | +15.3% | -2.0% | +10.4% |
| 3M | +17.4% | +0.9% | +16.5% | +16.9% |
| 6M | +32.1% | +7.9% | +24.2% | +30.2% |
| YTD | +24.0% | -17.6% | +41.6% | +24.8% |
| 1Y | +32.9% | -17.4% | +50.3% | +33.3% |
| All | +32.9% | -17.8% | +50.7% | +33.3% |
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