+270.3%
GIS vs TRI
+507.2%
-236.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -8.6% | -8.4% | -0.2% | -7.2% |
| 30D | -0.5% | -6.5% | +6.0% | +0.7% |
| 3M | +11.9% | +18.6% | -6.7% | +8.1% |
| 6M | -11.6% | -10.4% | -1.1% | -10.6% |
| YTD | -16.3% | -23.7% | +7.4% | -13.4% |
| 1Y | -21.8% | -42.5% | +20.7% | -14.6% |
| 3Y | -35.7% | -19.3% | -16.4% | -34.8% |
| 5Y | -22.9% | -9.7% | -13.2% | -24.1% |
| 10Y | -16.8% | +194.4% | -211.3% | -35.4% |
| All | +270.3% | +507.2% | -236.9% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling