-68.6%
XYZ vs GIS
-21.0%
-47.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.4% |
| 7D | +2.9% | -8.3% | +11.1% | +1.9% |
| 30D | +1.4% | +2.2% | -0.8% | +1.7% |
| 3M | +14.6% | +15.7% | -1.1% | +17.2% |
| 6M | +20.8% | -12.0% | +32.7% | +17.7% |
| YTD | +23.1% | -15.0% | +38.0% | +19.6% |
| 1Y | +5.6% | -20.1% | +25.8% | +1.7% |
| 3Y | +50.9% | -34.6% | +85.5% | +40.7% |
| 5Y | -68.6% | -22.8% | -45.7% | -70.8% |
| All | -68.6% | -21.0% | -47.5% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling