+1,350.9%
GIS vs TAP
+832.8%
+518.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.8% |
| 7D | -3.4% | +1.3% | -4.6% | -3.6% |
| 30D | +6.9% | +5.7% | +1.2% | +5.9% |
| 3M | -10.1% | -1.9% | -8.2% | -9.8% |
| 6M | +5.9% | +0.9% | +4.9% | +5.7% |
| YTD | -21.1% | -9.5% | -11.6% | -19.8% |
| 1Y | -22.5% | -9.0% | -13.5% | -21.3% |
| 3Y | -39.0% | -22.2% | -16.7% | -36.7% |
| 5Y | -33.3% | +1.2% | -34.6% | -34.1% |
| 10Y | -17.0% | -46.1% | +29.1% | -12.5% |
| All | +1,350.9% | +832.8% | +518.1% | +884.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling