+169.4%
XLV vs GIS
-19.5%
+188.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -6.4% | +2.8% | -1.8% |
| 30D | -1.8% | -6.1% | +4.3% | -0.3% |
| 3M | +7.8% | +7.8% | -0.1% | +5.2% |
| 6M | +9.1% | -8.8% | +17.9% | +11.3% |
| YTD | +7.7% | -19.1% | +26.9% | +13.2% |
| 1Y | +20.4% | -24.8% | +45.2% | +28.9% |
| 3Y | +30.8% | -37.6% | +68.3% | +46.0% |
| 5Y | +34.6% | -25.4% | +60.1% | +41.1% |
| All | +169.4% | -19.5% | +188.9% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling