-18.5%
GIS vs TPR
+305.2%
-323.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.4% |
| 7D | -8.3% | -3.4% | -4.9% | -8.2% |
| 30D | +2.2% | -27.3% | +29.5% | +3.1% |
| 3M | +15.7% | -16.2% | +31.9% | +16.2% |
| 6M | -12.0% | -17.9% | +5.9% | -11.6% |
| YTD | -15.0% | -7.1% | -7.9% | -15.0% |
| 1Y | -20.1% | +13.6% | -33.7% | -20.7% |
| 3Y | -34.6% | +293.7% | -328.4% | -38.5% |
| 5Y | -22.8% | +239.1% | -261.9% | -27.6% |
| 10Y | -18.5% | +311.2% | -329.7% | -28.4% |
| All | -18.5% | +305.2% | -323.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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