-22.8%
GIS vs TAP
0.0%
-22.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.2% |
| 7D | -8.3% | -2.3% | -6.0% | -7.6% |
| 30D | +2.2% | -9.4% | +11.6% | +5.6% |
| 3M | +15.7% | -0.8% | +16.5% | +16.1% |
| 6M | -12.0% | -14.7% | +2.8% | -7.5% |
| YTD | -15.0% | -13.9% | -1.0% | -10.8% |
| 1Y | -20.1% | -18.6% | -1.5% | -15.0% |
| 3Y | -34.6% | -32.0% | -2.6% | -27.7% |
| 5Y | -22.8% | -1.0% | -21.9% | -22.9% |
| All | -22.8% | 0.0% | -22.8% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling