+1.0%
GIS vs TRU
+228.6%
-227.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.3% |
| 7D | -8.3% | -7.2% | -1.1% | -7.7% |
| 30D | +2.2% | -2.8% | +5.0% | +2.4% |
| 3M | +15.7% | +13.0% | +2.7% | +14.5% |
| 6M | -12.0% | +0.7% | -12.6% | -12.2% |
| YTD | -15.0% | -9.0% | -6.0% | -14.7% |
| 1Y | -20.1% | -16.3% | -3.8% | -19.4% |
| 3Y | -34.6% | -1.1% | -33.5% | -35.7% |
| 5Y | -22.8% | -36.0% | +13.2% | -20.9% |
| 10Y | -18.5% | +139.9% | -158.4% | -32.5% |
| All | +1.0% | +228.6% | -227.5% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling