-20.8%
GIS vs TAP
-50.5%
+29.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -8.4% | -5.3% | -3.2% | -6.9% |
| 30D | -5.2% | -7.4% | +2.2% | -3.0% |
| 3M | +8.2% | -4.9% | +13.1% | +9.8% |
| 6M | -12.0% | -14.2% | +2.2% | -8.1% |
| YTD | -18.9% | -14.8% | -4.0% | -15.1% |
| 1Y | -23.6% | -18.1% | -5.5% | -19.3% |
| 3Y | -37.6% | -32.7% | -4.9% | -31.2% |
| 5Y | -25.2% | -0.5% | -24.7% | -26.7% |
| All | -20.8% | -50.5% | +29.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling