+2,604.8%
TFC vs GIS
+1,334.3%
+1,270.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +0.1% | -8.1% | +8.2% | +2.8% |
| 30D | +8.6% | +5.3% | +3.3% | +6.6% |
| 3M | -4.3% | -10.5% | +6.2% | -1.4% |
| 6M | +5.4% | +1.8% | +3.6% | +3.8% |
| YTD | +4.5% | -22.9% | +27.5% | +12.1% |
| 1Y | +14.0% | -22.9% | +36.9% | +22.2% |
| 3Y | +93.4% | -40.5% | +133.9% | +122.3% |
| 5Y | +0.5% | -34.9% | +35.4% | +9.8% |
| 10Y | +77.7% | -19.0% | +96.7% | +72.6% |
| All | +2,604.8% | +1,334.3% | +1,270.5% | +1,286.7% |
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