-50.8%
GIS vs TLN
+571.8%
-622.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -3.3% |
| 7D | -8.4% | +2.0% | -10.4% | -8.2% |
| 30D | -5.2% | -12.9% | +7.8% | -6.3% |
| 3M | +8.2% | -7.4% | +15.6% | +7.7% |
| 6M | -12.0% | -6.0% | -6.0% | -11.9% |
| YTD | -18.9% | -16.9% | -2.0% | -19.3% |
| 1Y | -23.6% | -22.6% | -1.0% | -24.3% |
| 3Y | -37.6% | +469.0% | -506.6% | -23.3% |
| All | -50.8% | +571.8% | -622.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling