-16.8%
GIS vs TT
+906.5%
-923.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.6% | +1.4% | -10.0% | -8.7% |
| 30D | -0.5% | -6.7% | +6.2% | +0.3% |
| 3M | +11.9% | -5.4% | +17.3% | +12.3% |
| 6M | -11.6% | +4.4% | -16.0% | -12.5% |
| YTD | -16.3% | +14.9% | -31.3% | -18.4% |
| 1Y | -21.8% | +9.3% | -31.0% | -23.3% |
| 3Y | -35.7% | +121.7% | -157.4% | -44.3% |
| 5Y | -22.9% | +148.2% | -171.0% | -35.5% |
| 10Y | -16.8% | +957.3% | -974.1% | -49.7% |
| All | -16.8% | +906.5% | -923.3% | -49.7% |
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