-48.5%
TE vs GIS
-25.0%
-23.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.7% | -8.3% |
| 7D | +0.9% | -8.4% | +9.3% | -3.6% |
| 30D | -16.3% | -5.2% | -11.1% | -18.3% |
| 3M | -40.8% | +8.2% | -48.9% | -37.3% |
| 6M | -42.6% | -12.0% | -30.6% | -42.8% |
| YTD | -31.4% | -18.9% | -12.6% | -32.9% |
| 1Y | +144.9% | -23.6% | +168.5% | +137.7% |
| 3Y | -26.0% | -37.6% | +11.6% | -32.6% |
| 5Y | -48.5% | -25.2% | -23.3% | -53.5% |
| All | -48.5% | -25.0% | -23.5% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling