-30.4%
GIS vs TMF
-88.0%
+57.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +3.6% | +1.2% | +2.4% | +3.5% |
| 30D | +13.9% | +19.7% | -5.8% | +12.7% |
| 3M | +0.3% | -2.1% | +2.4% | +0.4% |
| 6M | +5.0% | -13.4% | +18.4% | +5.7% |
| YTD | -18.4% | -16.7% | -1.6% | -17.7% |
| 1Y | -17.4% | -23.3% | +5.9% | -16.4% |
| 3Y | -36.9% | -24.8% | -12.1% | -36.3% |
| All | -30.4% | -88.0% | +57.6% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling