-36.8%
GIS vs TEM
+53.2%
-90.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -1.6% |
| 7D | -8.6% | -1.1% | -7.5% | -8.6% |
| 30D | -0.5% | +11.3% | -11.8% | -0.6% |
| 3M | +11.9% | +25.5% | -13.6% | +11.8% |
| 6M | -11.6% | +17.1% | -28.7% | -11.7% |
| YTD | -16.3% | +3.8% | -20.1% | -16.5% |
| 1Y | -21.8% | -24.4% | +2.6% | -21.9% |
| All | -36.8% | +53.2% | -90.0% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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