-20.1%
GIS vs TPR
+12.7%
-32.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.5% |
| 7D | -8.3% | -3.4% | -4.9% | -8.2% |
| 30D | +2.2% | -27.3% | +29.5% | +2.7% |
| 3M | +15.7% | -16.2% | +31.9% | +15.5% |
| 6M | -12.0% | -17.9% | +5.9% | -12.1% |
| YTD | -15.0% | -7.1% | -7.9% | -15.5% |
| 1Y | -20.1% | +13.6% | -33.7% | -22.7% |
| All | -20.1% | +12.7% | -32.8% | -22.7% |
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