-25.2%
GIS vs TW
+19.6%
-44.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -3.0% |
| 7D | -8.4% | -2.7% | -5.7% | -8.3% |
| 30D | -5.2% | -1.7% | -3.5% | -5.1% |
| 3M | +8.2% | +1.6% | +6.6% | +8.2% |
| 6M | -12.0% | -17.7% | +5.7% | -11.3% |
| YTD | -18.9% | -4.3% | -14.5% | -18.7% |
| 1Y | -23.6% | -13.1% | -10.5% | -23.1% |
| 3Y | -37.6% | +20.3% | -57.9% | -38.1% |
| 5Y | -25.2% | +22.0% | -47.1% | -27.5% |
| All | -25.2% | +19.6% | -44.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling