-44.3%
TE vs GIS
-15.9%
-28.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +1.7% | -18.2% | -14.5% |
| 7D | -20.3% | +9.4% | -29.7% | -10.6% |
| 30D | -40.0% | +15.5% | -55.5% | -27.7% |
| 3M | -58.3% | +3.4% | -61.7% | -56.1% |
| 6M | -57.3% | +9.4% | -66.7% | -47.5% |
| YTD | -65.9% | -16.2% | -49.7% | -71.6% |
| 1Y | -44.3% | -16.0% | -28.3% | -51.3% |
| All | -44.3% | -15.9% | -28.4% | -51.3% |
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