-18.4%
GIS vs TAP
-50.5%
+32.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -8.6% | -5.1% | -3.5% | -7.2% |
| 30D | -0.5% | -8.4% | +8.0% | +2.2% |
| 3M | +11.9% | -3.9% | +15.8% | +13.3% |
| 6M | -11.6% | -14.4% | +2.8% | -7.6% |
| YTD | -16.3% | -14.7% | -1.6% | -12.4% |
| 1Y | -21.8% | -18.7% | -3.1% | -17.2% |
| 3Y | -35.7% | -32.6% | -3.0% | -29.0% |
| 5Y | -22.9% | -1.4% | -21.5% | -24.3% |
| All | -18.4% | -50.5% | +32.1% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling