-17.4%
GIS vs TRU
+2.1%
-19.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.6% | +4.0% |
| 7D | +8.5% | +10.5% | -2.1% | +5.8% |
| 30D | +15.3% | +28.7% | -13.4% | +9.0% |
| 3M | +0.9% | +0.7% | +0.3% | +0.2% |
| 6M | +7.9% | +19.3% | -11.4% | +4.6% |
| YTD | -17.6% | -3.7% | -13.8% | -18.0% |
| 1Y | -17.4% | +3.4% | -20.8% | -20.0% |
| All | -17.4% | +2.1% | -19.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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