+638.0%
XYZ vs GIS
-17.6%
+655.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.7% |
| 7D | +14.9% | +0.4% | +14.5% | +14.8% |
| 30D | +14.7% | +10.1% | +4.6% | +14.2% |
| 3M | +12.1% | -3.7% | +15.8% | +12.2% |
| 6M | +18.3% | +4.3% | +14.1% | +18.1% |
| YTD | +36.1% | -19.8% | +55.9% | +36.6% |
| 1Y | +35.3% | -20.5% | +55.8% | +35.9% |
| 3Y | +73.5% | -38.3% | +111.8% | +75.1% |
| 5Y | -61.6% | -32.2% | -29.5% | -62.4% |
| 10Y | +638.0% | -18.0% | +656.0% | +599.1% |
| All | +638.0% | -17.6% | +655.6% | +599.1% |
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