+62.5%
T vs GIS
-16.9%
+79.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.8% |
| 7D | +2.5% | -3.4% | +5.9% | +3.6% |
| 30D | -3.8% | +6.9% | -10.7% | -5.8% |
| 3M | -8.7% | -10.1% | +1.4% | -5.9% |
| 6M | -8.1% | +5.9% | -14.0% | -10.3% |
| YTD | -6.4% | -21.1% | +14.7% | -0.1% |
| 1Y | -9.8% | -22.5% | +12.7% | -3.2% |
| 3Y | +65.5% | -39.0% | +104.5% | +89.9% |
| 5Y | +57.0% | -33.3% | +90.3% | +72.4% |
| All | +62.5% | -16.9% | +79.4% | +61.4% |
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