+10,451.6%
TER vs GIS
+1,334.3%
+9,117.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.3% |
| 7D | +24.0% | -8.1% | +32.0% | +26.1% |
| 30D | -30.6% | +5.3% | -36.0% | -32.0% |
| 3M | -34.5% | -10.5% | -23.9% | -33.7% |
| 6M | -26.4% | +1.8% | -28.2% | -28.9% |
| YTD | +36.4% | -22.9% | +59.4% | +41.1% |
| 1Y | +47.4% | -22.9% | +70.3% | +52.0% |
| 3Y | +202.6% | -40.5% | +243.1% | +228.6% |
| 5Y | +83.9% | -34.9% | +118.8% | +89.9% |
| 10Y | +1,068.0% | -19.0% | +1,086.9% | +974.6% |
| All | +10,451.6% | +1,334.3% | +9,117.4% | +3,621.0% |
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