-65.4%
TEAM vs GIS
-33.3%
-32.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.5% |
| 7D | -2.4% | -3.4% | +1.0% | -2.4% |
| 30D | -26.7% | +6.9% | -33.6% | -26.6% |
| 3M | -9.6% | -10.1% | +0.5% | -9.6% |
| 6M | +86.0% | +5.9% | +80.2% | +89.1% |
| YTD | -7.5% | -21.1% | +13.6% | -10.4% |
| 1Y | -1.4% | -22.5% | +21.1% | -4.7% |
| 3Y | -14.3% | -39.0% | +24.7% | -21.0% |
| All | -65.4% | -33.3% | -32.1% | -67.5% |
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