+2,637.6%
TFC vs GIS
+1,368.5%
+1,269.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.4% |
| 7D | +2.3% | -3.4% | +5.6% | +3.4% |
| 30D | +10.8% | +6.9% | +3.9% | +8.2% |
| 3M | -3.8% | -10.1% | +6.4% | -1.0% |
| 6M | +9.6% | +5.9% | +3.7% | +6.5% |
| YTD | +5.8% | -21.1% | +26.9% | +12.6% |
| 1Y | +16.2% | -22.5% | +38.7% | +24.3% |
| 3Y | +96.0% | -39.0% | +135.0% | +123.4% |
| 5Y | +1.7% | -33.3% | +35.0% | +10.3% |
| 10Y | +79.9% | -17.0% | +96.9% | +73.3% |
| All | +2,637.6% | +1,368.5% | +1,269.1% | +1,292.9% |
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