-17.4%
GIS vs TRI
-22.4%
+5.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +3.9% |
| 7D | +8.5% | +1.0% | +7.5% | +8.1% |
| 30D | +15.3% | +20.8% | -5.4% | +11.6% |
| 3M | +0.9% | +8.1% | -7.2% | -0.9% |
| 6M | +7.9% | +24.2% | -16.2% | +2.5% |
| YTD | -17.6% | -7.8% | -9.8% | -18.4% |
| 1Y | -17.4% | -16.7% | -0.7% | -15.2% |
| All | -17.4% | -22.4% | +5.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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