+1,488.6%
GIS vs TT
+16,138.6%
-14,650.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | -7.8% | 0.0% | -7.8% | -7.9% |
| 30D | +6.6% | -7.2% | +13.7% | +7.6% |
| 3M | +21.0% | -3.0% | +23.9% | +21.1% |
| 6M | -9.1% | +1.4% | -10.4% | -9.7% |
| YTD | -13.6% | +15.9% | -29.5% | -16.0% |
| 1Y | -18.0% | +9.4% | -27.4% | -19.8% |
| 3Y | -33.7% | +124.4% | -158.0% | -42.5% |
| 5Y | -19.4% | +138.0% | -157.4% | -31.4% |
| 10Y | -21.3% | +886.4% | -907.6% | -47.2% |
| All | +1,488.6% | +16,138.6% | -14,650.1% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling