+66.9%
T vs GIS
-19.3%
+86.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.6% |
| 7D | -2.4% | -8.4% | +6.0% | +0.3% |
| 30D | +4.3% | -5.2% | +9.5% | +5.9% |
| 3M | +11.6% | +8.2% | +3.4% | +8.4% |
| 6M | -5.6% | -12.0% | +6.4% | -2.2% |
| YTD | +6.6% | -18.9% | +25.4% | +13.0% |
| 1Y | -8.4% | -23.6% | +15.2% | -1.1% |
| 3Y | +107.8% | -37.6% | +145.5% | +137.2% |
| 5Y | +68.3% | -25.2% | +93.5% | +78.3% |
| All | +66.9% | -19.3% | +86.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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