-25.2%
GIS vs TSEM
+610.6%
-635.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -3.3% |
| 7D | -8.4% | +0.9% | -9.3% | -8.3% |
| 30D | -5.2% | -16.6% | +11.4% | -6.1% |
| 3M | +8.2% | -10.9% | +19.1% | +8.1% |
| 6M | -12.0% | +78.0% | -90.0% | -9.0% |
| YTD | -18.9% | +77.2% | -96.1% | -16.0% |
| 1Y | -23.6% | +207.6% | -231.2% | -19.6% |
| 3Y | -37.6% | +637.8% | -675.4% | -33.7% |
| 5Y | -25.2% | +617.0% | -642.2% | -21.0% |
| All | -25.2% | +610.6% | -635.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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