-53.1%
TE vs GIS
-12.7%
-40.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.5% |
| 7D | +0.2% | -6.4% | +6.6% | -2.2% |
| 30D | -5.9% | -6.1% | +0.2% | -7.9% |
| 3M | -45.6% | +7.8% | -53.4% | -43.4% |
| 6M | -43.4% | -8.8% | -34.6% | -43.0% |
| YTD | -31.0% | -19.1% | -11.9% | -32.0% |
| 1Y | +145.2% | -24.8% | +170.0% | +139.9% |
| 3Y | -24.1% | -37.6% | +13.5% | -28.3% |
| 5Y | -48.1% | -25.4% | -22.7% | -50.0% |
| All | -53.1% | -12.7% | -40.4% | -54.7% |
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