-8.4%
T vs GIS
-23.7%
+15.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.5% |
| 7D | -2.4% | -8.4% | +6.0% | +0.2% |
| 30D | +4.3% | -5.2% | +9.5% | +5.8% |
| 3M | +11.6% | +8.2% | +3.4% | +8.6% |
| 6M | -5.6% | -12.0% | +6.4% | -3.6% |
| YTD | +6.6% | -18.9% | +25.4% | +10.3% |
| 1Y | -8.4% | -23.6% | +15.2% | -4.3% |
| All | -8.4% | -23.7% | +15.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling