-20.8%
TLT vs GIS
-19.3%
-1.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -1.1% |
| 7D | -1.6% | -8.4% | +6.8% | -1.4% |
| 30D | -1.3% | -5.2% | +3.9% | -1.2% |
| 3M | -3.7% | +8.2% | -11.9% | -3.9% |
| 6M | -6.4% | -12.0% | +5.7% | -6.2% |
| YTD | -4.5% | -18.9% | +14.4% | -4.2% |
| 1Y | -5.9% | -23.6% | +17.8% | -5.5% |
| 3Y | -2.8% | -37.6% | +34.8% | -2.1% |
| 5Y | -35.1% | -25.2% | -9.9% | -33.9% |
| All | -20.8% | -19.3% | -1.5% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling