+1,802.9%
TER vs GIS
-19.3%
+1,822.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -3.7% |
| 7D | +9.4% | -8.4% | +17.8% | +9.0% |
| 30D | -2.4% | -5.2% | +2.8% | -2.7% |
| 3M | +6.5% | +8.2% | -1.6% | +6.3% |
| 6M | +23.2% | -12.0% | +35.2% | +24.0% |
| YTD | +91.5% | -18.9% | +110.4% | +93.5% |
| 1Y | +214.8% | -23.6% | +238.4% | +219.0% |
| 3Y | +275.3% | -37.6% | +313.0% | +285.5% |
| 5Y | +211.9% | -25.2% | +237.1% | +204.6% |
| All | +1,802.9% | -19.3% | +1,822.2% | +1,808.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling