+228.2%
TER vs GIS
-23.6%
+251.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +2.6% |
| 7D | +12.4% | -8.6% | +21.0% | +9.2% |
| 30D | +5.1% | -0.5% | +5.6% | +5.3% |
| 3M | +4.0% | +11.9% | -7.9% | +8.1% |
| 6M | +29.5% | -11.6% | +41.1% | +29.7% |
| YTD | +98.5% | -16.3% | +114.8% | +97.7% |
| 1Y | +234.1% | -21.8% | +255.8% | +231.2% |
| 3Y | +289.0% | -35.7% | +324.7% | +280.1% |
| 5Y | +228.2% | -22.9% | +251.0% | +212.6% |
| All | +228.2% | -23.6% | +251.8% | +212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling