+554.0%
XYZ vs GIS
-5.8%
+559.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.9% |
| 7D | +12.1% | +3.6% | +8.6% | +11.9% |
| 30D | +12.4% | +13.9% | -1.5% | +11.7% |
| 3M | +8.2% | +0.3% | +7.9% | +8.1% |
| 6M | +20.7% | +5.0% | +15.7% | +20.3% |
| YTD | +31.3% | -18.4% | +49.7% | +31.9% |
| 1Y | +20.5% | -17.4% | +38.0% | +21.0% |
| 3Y | +72.6% | -36.9% | +109.5% | +74.6% |
| 5Y | -64.0% | -30.4% | -33.6% | -64.7% |
| 10Y | +601.8% | -13.6% | +615.4% | +550.7% |
| All | +554.0% | -5.8% | +559.9% | +491.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling