+716.9%
GIS vs TSEM
-26.5%
+743.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.9% | +9.3% | +2.4% |
| 7D | -3.4% | +7.0% | -10.3% | -3.4% |
| 30D | +6.9% | -29.8% | +36.7% | +7.1% |
| 3M | -10.1% | -41.9% | +31.8% | -9.8% |
| 6M | +5.9% | -45.8% | +51.6% | +6.1% |
| YTD | -21.1% | +25.1% | -46.2% | -22.0% |
| 1Y | -22.5% | +48.2% | -70.7% | -23.6% |
| 3Y | -39.0% | +476.5% | -515.5% | -41.4% |
| 5Y | -33.3% | +301.4% | -334.8% | -35.8% |
| 10Y | -17.0% | +812.9% | -830.0% | -21.8% |
| All | +716.9% | -26.5% | +743.3% | +617.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling