+603.9%
GIS vs TD
+7,806.2%
-7,202.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -8.3% | +0.9% | -9.1% | -8.4% |
| 30D | +2.2% | -0.7% | +2.8% | +2.2% |
| 3M | +15.7% | +6.3% | +9.4% | +14.5% |
| 6M | -12.0% | +27.9% | -39.9% | -15.5% |
| YTD | -15.0% | +29.8% | -44.8% | -18.6% |
| 1Y | -20.1% | +63.7% | -83.8% | -26.4% |
| 3Y | -34.6% | +128.3% | -162.9% | -43.1% |
| 5Y | -22.8% | +125.5% | -148.4% | -33.2% |
| 10Y | -18.5% | +296.7% | -315.2% | -36.7% |
| All | +603.9% | +7,806.2% | -7,202.3% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling