-34.6%
GIS vs TAP
-31.5%
-3.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +0.1% |
| 7D | -8.3% | -2.3% | -6.0% | -7.4% |
| 30D | +2.2% | -9.4% | +11.6% | +6.2% |
| 3M | +15.7% | -0.8% | +16.5% | +16.1% |
| 6M | -12.0% | -14.7% | +2.8% | -6.8% |
| YTD | -15.0% | -13.9% | -1.0% | -10.1% |
| 1Y | -20.1% | -18.6% | -1.5% | -14.2% |
| 3Y | -34.6% | -32.0% | -2.6% | -26.9% |
| All | -34.6% | -31.5% | -3.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling