-16.8%
GIS vs TMF
-86.2%
+69.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -8.6% | -0.9% | -7.7% | -8.6% |
| 30D | -0.5% | -1.0% | +0.5% | -0.4% |
| 3M | +11.9% | -11.3% | +23.2% | +12.1% |
| 6M | -11.6% | -22.7% | +11.1% | -11.3% |
| YTD | -16.3% | -17.3% | +1.0% | -16.1% |
| 1Y | -21.8% | -22.5% | +0.7% | -21.5% |
| 3Y | -35.7% | -43.2% | +7.6% | -35.5% |
| 5Y | -22.9% | -88.3% | +65.4% | -25.2% |
| 10Y | -16.8% | -86.0% | +69.2% | -20.2% |
| All | -16.8% | -86.2% | +69.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TMF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling