-30.8%
TER vs GIS
+7.8%
-38.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.4% | +6.5% |
| 7D | +5.9% | -4.6% | +10.5% | -0.5% |
| 30D | -30.8% | +6.6% | -37.4% | -21.3% |
| All | -30.8% | +7.8% | -38.5% | -21.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling