-19.2%
GIS vs TMF
-81.8%
+62.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.9% |
| 7D | -8.1% | -8.2% | +0.1% | -7.9% |
| 30D | +5.3% | +5.3% | 0.0% | +5.2% |
| 3M | -10.5% | -8.5% | -2.1% | -10.4% |
| 6M | +1.8% | -17.2% | +19.0% | +2.1% |
| YTD | -22.9% | -23.4% | +0.5% | -22.7% |
| 1Y | -22.9% | -30.2% | +7.3% | -22.6% |
| 3Y | -40.5% | -32.9% | -7.6% | -40.2% |
| 5Y | -34.9% | -88.5% | +53.7% | -37.0% |
| All | -19.2% | -81.8% | +62.7% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling