+1.8%
GIS vs TLN
+2.2%
-0.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -1.5% |
| 7D | -8.1% | +22.3% | -30.3% | -3.6% |
| 30D | +5.3% | +1.2% | +4.1% | +7.0% |
| 3M | -10.5% | +5.9% | -16.5% | -8.1% |
| 6M | +1.8% | +3.2% | -1.4% | +3.8% |
| All | +1.8% | +2.2% | -0.3% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling