-25.7%
GIS vs TRU
-35.6%
+9.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -6.4% | -2.7% | -3.6% | -6.2% |
| 30D | -6.1% | -2.0% | -4.1% | -6.0% |
| 3M | +7.8% | +18.4% | -10.6% | +7.1% |
| 6M | -8.8% | +8.9% | -17.6% | -9.2% |
| YTD | -19.1% | -8.9% | -10.2% | -19.0% |
| 1Y | -24.8% | -15.9% | -8.9% | -24.5% |
| 3Y | -37.6% | -1.1% | -36.5% | -37.7% |
| All | -25.7% | -35.6% | +9.9% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling