-17.6%
TEAM vs GIS
-34.3%
+16.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -6.9% |
| 7D | -5.7% | -8.3% | +2.6% | -5.3% |
| 30D | +18.3% | +2.2% | +16.2% | +18.5% |
| 3M | +80.2% | +15.7% | +64.5% | +83.7% |
| 6M | +111.0% | -12.0% | +122.9% | +102.9% |
| YTD | +8.8% | -15.0% | +23.8% | +4.5% |
| 1Y | +2.2% | -20.1% | +22.3% | -3.6% |
| All | -17.6% | -34.3% | +16.7% | -25.6% |
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