-38.7%
GIS vs TEM
+46.9%
-85.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -3.0% |
| 7D | -8.4% | -9.2% | +0.8% | -8.4% |
| 30D | -5.2% | +5.5% | -10.7% | -5.3% |
| 3M | +8.2% | +18.7% | -10.5% | +8.1% |
| 6M | -12.0% | +15.4% | -27.4% | -12.1% |
| YTD | -18.9% | -0.5% | -18.3% | -19.0% |
| 1Y | -23.6% | -24.8% | +1.2% | -23.8% |
| All | -38.7% | +46.9% | -85.5% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling