-5.4%
GIS vs TW
+206.7%
-212.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -6.4% | -4.5% | -1.9% | -6.0% |
| 30D | -6.1% | -2.3% | -3.8% | -5.9% |
| 3M | +7.8% | +2.6% | +5.2% | +7.5% |
| 6M | -8.8% | -17.5% | +8.8% | -7.3% |
| YTD | -19.1% | -5.3% | -13.8% | -18.9% |
| 1Y | -24.8% | -14.8% | -10.0% | -23.8% |
| 3Y | -37.6% | +18.8% | -56.4% | -39.4% |
| 5Y | -25.4% | +20.7% | -46.1% | -28.3% |
| All | -5.4% | +206.7% | -212.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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