+120.5%
GIS vs TNA
+944.8%
-824.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.6% | -1.3% |
| 7D | -8.6% | -3.6% | -5.0% | -8.4% |
| 30D | -0.5% | -10.1% | +9.6% | +0.2% |
| 3M | +11.9% | +2.7% | +9.2% | +11.5% |
| 6M | -11.6% | +38.4% | -50.0% | -13.9% |
| YTD | -16.3% | +45.4% | -61.8% | -19.0% |
| 1Y | -21.8% | +55.9% | -77.7% | -25.0% |
| 3Y | -35.7% | +109.8% | -145.5% | -41.5% |
| 5Y | -22.9% | -22.5% | -0.4% | -27.3% |
| 10Y | -16.8% | +87.5% | -104.4% | -34.9% |
| All | +120.5% | +944.8% | -824.3% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling