-22.5%
GIS vs TPR
+29.2%
-51.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +6.9% | +15.1% | -8.2% | +6.3% |
| 3M | -10.1% | +3.5% | -13.6% | -10.4% |
| 6M | +5.9% | +0.4% | +5.4% | +4.9% |
| YTD | -21.1% | +4.6% | -25.7% | -22.4% |
| 1Y | -22.5% | +33.1% | -55.6% | -27.6% |
| All | -22.5% | +29.2% | -51.7% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling