+995.4%
TER vs GIS
-16.9%
+1,012.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.1% |
| 7D | +14.4% | -3.4% | +17.7% | +14.0% |
| 30D | -30.6% | +6.9% | -37.5% | -30.0% |
| 3M | -39.2% | -10.1% | -29.1% | -39.2% |
| 6M | -31.3% | +5.9% | -37.1% | -31.2% |
| YTD | +29.1% | -21.1% | +50.2% | +30.8% |
| 1Y | +47.4% | -22.5% | +69.9% | +49.4% |
| 3Y | +191.2% | -39.0% | +230.2% | +199.6% |
| 5Y | +74.0% | -33.3% | +107.3% | +73.7% |
| All | +995.4% | -16.9% | +1,012.3% | +914.4% |
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