+30.8%
XLV vs GIS
-37.5%
+68.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -6.4% | +2.8% | -2.2% |
| 30D | -1.8% | -6.1% | +4.3% | -0.6% |
| 3M | +7.8% | +7.8% | -0.1% | +5.9% |
| 6M | +9.1% | -8.8% | +17.9% | +10.7% |
| YTD | +7.7% | -19.1% | +26.9% | +11.8% |
| 1Y | +20.4% | -24.8% | +45.2% | +26.9% |
| 3Y | +30.8% | -37.6% | +68.3% | +42.0% |
| All | +30.8% | -37.5% | +68.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling