+1,872.1%
T vs GIS
+1,507.8%
+364.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | -1.0% |
| 7D | -1.3% | -7.8% | +6.6% | +1.8% |
| 30D | +11.4% | +6.6% | +4.8% | +8.6% |
| 3M | +14.3% | +21.0% | -6.7% | +5.9% |
| 6M | -9.3% | -9.1% | -0.2% | -6.5% |
| YTD | +7.1% | -13.6% | +20.7% | +12.1% |
| 1Y | -9.1% | -18.0% | +8.9% | -3.2% |
| 3Y | +105.3% | -33.7% | +139.0% | +134.1% |
| 5Y | +66.8% | -19.4% | +86.2% | +74.0% |
| 10Y | +66.8% | -21.3% | +88.0% | +69.6% |
| All | +1,872.1% | +1,507.8% | +364.3% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling