-24.5%
TE vs GIS
-37.3%
+12.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.7% | -9.1% |
| 7D | +0.9% | -8.4% | +9.3% | -5.8% |
| 30D | -16.3% | -5.2% | -11.1% | -19.4% |
| 3M | -40.8% | +8.2% | -48.9% | -35.3% |
| 6M | -42.6% | -12.0% | -30.6% | -43.4% |
| YTD | -31.4% | -18.9% | -12.6% | -34.6% |
| 1Y | +144.9% | -23.6% | +168.5% | +130.1% |
| All | -24.5% | -37.3% | +12.7% | -41.1% |
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