-48.5%
TE vs GIS
-8.2%
-40.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +9.4% |
| 7D | +18.2% | -8.3% | +26.5% | +14.7% |
| 30D | -13.5% | +2.2% | -15.7% | -12.6% |
| 3M | -44.6% | +15.7% | -60.3% | -40.9% |
| 6M | -24.7% | -12.0% | -12.7% | -24.2% |
| YTD | -24.3% | -15.0% | -9.3% | -24.0% |
| 1Y | +155.6% | -20.1% | +175.7% | +155.1% |
| 3Y | -18.3% | -34.6% | +16.4% | -21.3% |
| 5Y | -41.3% | -22.8% | -18.5% | -42.4% |
| All | -48.5% | -8.2% | -40.3% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling