-48.5%
GIS vs TLN
+602.5%
-650.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -1.3% |
| 7D | -8.3% | +10.9% | -19.2% | -7.3% |
| 30D | +2.2% | -6.3% | +8.5% | +1.7% |
| 3M | +15.7% | -10.7% | +26.4% | +15.0% |
| 6M | -12.0% | +1.6% | -13.6% | -11.2% |
| YTD | -15.0% | -13.1% | -1.9% | -15.1% |
| 1Y | -20.1% | -15.1% | -5.1% | -20.2% |
| 3Y | -34.6% | +495.0% | -529.6% | -19.3% |
| All | -48.5% | +602.5% | -650.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling