-34.6%
GIS vs TT
+121.9%
-156.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.6% |
| 7D | -8.3% | +1.6% | -9.8% | -8.2% |
| 30D | +2.2% | -7.3% | +9.5% | +1.8% |
| 3M | +15.7% | -2.6% | +18.3% | +15.4% |
| 6M | -12.0% | +5.9% | -17.9% | -12.1% |
| YTD | -15.0% | +15.4% | -30.4% | -15.0% |
| 1Y | -20.1% | +8.2% | -28.4% | -20.2% |
| 3Y | -34.6% | +122.7% | -157.3% | -32.9% |
| All | -34.6% | +121.9% | -156.5% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling