+102.9%
T vs GIS
-35.3%
+138.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -3.1% | -8.6% | +5.5% | -0.4% |
| 30D | +4.6% | -0.5% | +5.0% | +4.6% |
| 3M | +12.2% | +11.9% | +0.3% | +8.1% |
| 6M | -6.5% | -11.6% | +5.1% | -3.7% |
| YTD | +4.9% | -16.3% | +21.2% | +9.4% |
| 1Y | -10.5% | -21.8% | +11.3% | -4.9% |
| All | +102.9% | -35.3% | +138.2% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling