+802.8%
TEAM vs GIS
-2.6%
+805.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.5% |
| 7D | -0.4% | -7.8% | +7.4% | -0.1% |
| 30D | +67.3% | +6.6% | +60.7% | +67.0% |
| 3M | +86.8% | +21.0% | +65.8% | +86.8% |
| 6M | +146.8% | -9.1% | +155.9% | +145.9% |
| YTD | +16.9% | -13.6% | +30.5% | +16.5% |
| 1Y | +12.8% | -18.0% | +30.8% | +12.3% |
| 3Y | -7.3% | -33.7% | +26.4% | -8.2% |
| 5Y | -50.7% | -19.4% | -31.3% | -52.3% |
| 10Y | +529.8% | -21.3% | +551.1% | +495.8% |
| All | +802.8% | -2.6% | +805.3% | +752.8% |
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