+14,183.4%
TER vs GIS
+1,507.8%
+12,675.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +6.1% |
| 7D | +0.6% | -7.8% | +8.5% | +2.5% |
| 30D | -8.3% | +6.6% | -14.8% | -9.9% |
| 3M | -12.2% | +21.0% | -33.2% | -17.7% |
| 6M | +17.1% | -9.1% | +26.1% | +18.0% |
| YTD | +84.7% | -13.6% | +98.3% | +88.0% |
| 1Y | +199.9% | -18.0% | +217.9% | +207.5% |
| 3Y | +232.8% | -33.7% | +266.4% | +255.9% |
| 5Y | +198.6% | -19.4% | +218.0% | +193.1% |
| 10Y | +1,669.7% | -21.3% | +1,691.0% | +1,589.3% |
| All | +14,183.4% | +1,507.8% | +12,675.6% | +4,858.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling