-16.4%
GIS vs TT
+744.7%
-761.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +9.2% | -11.8% | +21.0% | +10.4% |
| 3M | -5.4% | -11.6% | +6.2% | -4.4% |
| 6M | +3.4% | -9.3% | +12.7% | +3.8% |
| YTD | -20.5% | +8.9% | -29.3% | -22.2% |
| 1Y | -20.0% | -2.2% | -17.7% | -20.6% |
| 3Y | -38.6% | +91.9% | -130.5% | -45.8% |
| 5Y | -33.1% | +136.0% | -169.1% | -44.0% |
| 10Y | -16.4% | +734.7% | -751.1% | -48.7% |
| All | -16.4% | +744.7% | -761.1% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling