-37.6%
GIS vs TRI
-18.9%
-18.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -6.4% | -7.9% | +1.5% | -5.1% |
| 30D | -6.1% | -4.5% | -1.6% | -5.5% |
| 3M | +7.8% | +22.1% | -14.3% | +5.0% |
| 6M | -8.8% | -2.8% | -6.0% | -9.4% |
| YTD | -19.1% | -23.4% | +4.3% | -17.1% |
| 1Y | -24.8% | -41.5% | +16.8% | -19.9% |
| 3Y | -37.6% | -19.2% | -18.3% | -36.2% |
| All | -37.6% | -18.9% | -18.6% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling