-37.4%
GIS vs TD
+125.8%
-163.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.1% |
| 7D | -8.4% | -2.6% | -5.8% | -8.2% |
| 30D | -5.2% | -1.0% | -4.2% | -5.1% |
| 3M | +8.2% | +5.6% | +2.5% | +7.5% |
| 6M | -12.0% | +27.1% | -39.1% | -14.1% |
| YTD | -18.9% | +29.4% | -48.3% | -21.0% |
| 1Y | -23.6% | +60.7% | -84.3% | -27.8% |
| All | -37.4% | +125.8% | -163.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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