-24.8%
GIS vs TW
-14.2%
-10.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -6.4% | -4.5% | -1.9% | -6.2% |
| 30D | -6.1% | -2.3% | -3.8% | -6.0% |
| 3M | +7.8% | +2.6% | +5.2% | +8.7% |
| 6M | -8.8% | -17.5% | +8.8% | -8.7% |
| YTD | -19.1% | -5.3% | -13.8% | -18.2% |
| 1Y | -24.8% | -14.8% | -10.0% | -25.0% |
| All | -24.8% | -14.2% | -10.5% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling