-21.2%
GIS vs TLN
-21.1%
-0.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.8% |
| 7D | -8.6% | +5.8% | -14.4% | -8.0% |
| 30D | -0.5% | -6.9% | +6.4% | -1.0% |
| 3M | +11.9% | -10.9% | +22.8% | +10.8% |
| 6M | -11.6% | -4.6% | -7.0% | -11.7% |
| YTD | -16.3% | -14.7% | -1.6% | -16.5% |
| All | -21.2% | -21.1% | -0.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling