+277.2%
TER vs GIS
-33.5%
+310.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +3.4% |
| 7D | +11.0% | -8.3% | +19.2% | +6.3% |
| 30D | -1.9% | +2.2% | -4.0% | -0.4% |
| 3M | -0.7% | +15.7% | -16.4% | +7.6% |
| 6M | +36.4% | -12.0% | +48.3% | +35.8% |
| YTD | +92.4% | -15.0% | +107.4% | +90.8% |
| 1Y | +213.5% | -20.1% | +233.6% | +207.9% |
| 3Y | +277.2% | -34.6% | +311.8% | +268.4% |
| All | +277.2% | -33.5% | +310.8% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling