-25.7%
GIS vs TDY
+39.0%
-64.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -6.4% | -1.1% | -5.2% | -6.3% |
| 30D | -6.1% | -12.0% | +5.9% | -5.1% |
| 3M | +7.8% | -3.2% | +11.0% | +7.9% |
| 6M | -8.8% | -7.9% | -0.9% | -8.3% |
| YTD | -19.1% | +18.2% | -37.3% | -21.1% |
| 1Y | -24.8% | +6.7% | -31.4% | -25.7% |
| 3Y | -37.6% | +47.5% | -85.1% | -41.5% |
| All | -25.7% | +39.0% | -64.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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