-25.7%
GIS vs TNA
-23.3%
-2.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -6.4% | -7.3% | +0.9% | -6.3% |
| 30D | -6.1% | -14.2% | +8.1% | -5.9% |
| 3M | +7.8% | -4.6% | +12.4% | +7.9% |
| 6M | -8.8% | +36.9% | -45.7% | -9.3% |
| YTD | -19.1% | +42.5% | -61.7% | -19.7% |
| 1Y | -24.8% | +45.8% | -70.5% | -25.5% |
| 3Y | -37.6% | +104.7% | -142.2% | -39.4% |
| All | -25.7% | -23.3% | -2.4% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling