+145.2%
TE vs GIS
-24.1%
+169.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.3% |
| 7D | +0.2% | -6.4% | +6.6% | -7.8% |
| 30D | -5.9% | -6.1% | +0.2% | -12.7% |
| 3M | -45.6% | +7.8% | -53.4% | -36.7% |
| 6M | -43.4% | -8.8% | -34.6% | -43.4% |
| YTD | -31.0% | -19.1% | -11.9% | -39.1% |
| 1Y | +145.2% | -24.8% | +170.0% | +114.2% |
| All | +145.2% | -24.1% | +169.3% | +114.2% |
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 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