-53.2%
TEAM vs GIS
-22.7%
-30.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | -4.7% | -8.6% | +3.9% | -4.7% |
| 30D | +17.0% | -0.5% | +17.5% | +17.2% |
| 3M | +85.9% | +11.9% | +74.0% | +88.6% |
| 6M | +116.7% | -11.6% | +128.2% | +111.2% |
| YTD | +9.6% | -16.3% | +25.9% | +6.2% |
| 1Y | -2.5% | -21.8% | +19.2% | -6.8% |
| 3Y | -14.0% | -35.7% | +21.7% | -20.7% |
| All | -53.2% | -22.7% | -30.6% | -56.5% |
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