-15.5%
GIS vs TMF
-86.0%
+70.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.3% | +1.0% | -9.3% | -8.3% |
| 30D | +2.2% | -1.8% | +4.0% | +2.2% |
| 3M | +15.7% | -8.2% | +23.9% | +15.8% |
| 6M | -12.0% | -19.5% | +7.5% | -11.7% |
| YTD | -15.0% | -16.0% | +1.0% | -14.8% |
| 1Y | -20.1% | -22.5% | +2.4% | -19.9% |
| 3Y | -34.6% | -42.3% | +7.7% | -34.5% |
| 5Y | -22.8% | -87.7% | +64.8% | -25.2% |
| All | -15.5% | -86.0% | +70.5% | -18.9% |
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