+215.2%
XLY vs GIS
-19.5%
+234.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.7% | -6.4% | +4.7% | -0.8% |
| 30D | -4.2% | -6.1% | +1.9% | -3.4% |
| 3M | -2.7% | +7.8% | -10.5% | -3.8% |
| 6M | -0.6% | -8.8% | +8.2% | +0.4% |
| YTD | -5.0% | -19.1% | +14.1% | -2.7% |
| 1Y | -4.1% | -24.8% | +20.7% | -0.8% |
| 3Y | +33.6% | -37.6% | +71.2% | +40.8% |
| 5Y | +28.7% | -25.4% | +54.1% | +29.5% |
| All | +215.2% | -19.5% | +234.7% | +218.0% |
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 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