+2,640.5%
TFC vs GIS
+1,482.6%
+1,157.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.6% |
| 7D | +2.2% | -8.3% | +10.5% | +5.1% |
| 30D | -2.5% | +2.2% | -4.7% | -3.4% |
| 3M | +4.5% | +15.7% | -11.1% | -0.8% |
| 6M | +11.0% | -12.0% | +22.9% | +14.9% |
| YTD | +5.9% | -15.0% | +20.9% | +10.5% |
| 1Y | +14.6% | -20.1% | +34.7% | +21.8% |
| 3Y | +96.7% | -34.6% | +131.3% | +120.1% |
| 5Y | +15.6% | -22.8% | +38.4% | +19.7% |
| 10Y | +98.6% | -18.5% | +117.1% | +94.1% |
| All | +2,640.5% | +1,482.6% | +1,157.9% | +1,266.4% |
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