-18.0%
GIS vs TNA
+70.0%
-88.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | -7.8% | -0.1% | -7.8% | -7.8% |
| 30D | +6.6% | -4.9% | +11.5% | +6.3% |
| 3M | +21.0% | +0.4% | +20.6% | +21.1% |
| 6M | -9.1% | +32.5% | -41.6% | -8.0% |
| YTD | -13.6% | +53.7% | -67.3% | -11.7% |
| 1Y | -18.0% | +65.1% | -83.1% | -17.4% |
| All | -18.0% | +70.0% | -88.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling