-16.5%
GIS vs TPR
+391.0%
-407.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | +3.6% | +14.2% | -10.6% | +3.1% |
| 30D | +13.9% | +17.1% | -3.2% | +13.3% |
| 3M | +0.3% | -17.7% | +18.0% | +0.8% |
| 6M | +5.0% | -10.2% | +15.1% | +5.1% |
| YTD | -18.4% | +4.9% | -23.3% | -18.7% |
| 1Y | -17.4% | +36.1% | -53.6% | -18.5% |
| 3Y | -36.9% | +416.5% | -453.4% | -41.1% |
| 5Y | -30.4% | +254.8% | -285.2% | -34.5% |
| All | -16.5% | +391.0% | -407.5% | -27.0% |
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