+47.7%
XYZ vs GIS
-33.3%
+81.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.9% |
| 7D | -1.0% | -7.8% | +6.9% | -1.7% |
| 30D | -1.7% | +6.6% | -8.3% | -1.1% |
| 3M | +16.7% | +21.0% | -4.2% | +20.1% |
| 6M | +26.9% | -9.1% | +35.9% | +23.8% |
| YTD | +27.1% | -13.6% | +40.8% | +23.3% |
| 1Y | +9.3% | -18.0% | +27.3% | +5.2% |
| All | +47.7% | -33.3% | +81.0% | +36.5% |
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