-34.5%
TLT vs GIS
-22.4%
-12.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.4% | -8.3% | +8.7% | +1.1% |
| 30D | -0.3% | +2.2% | -2.5% | -0.5% |
| 3M | -1.7% | +15.7% | -17.4% | -3.1% |
| 6M | -4.9% | -12.0% | +7.1% | -3.9% |
| YTD | -2.8% | -15.0% | +12.2% | -1.6% |
| 1Y | -4.2% | -20.1% | +15.9% | -2.4% |
| 3Y | -1.1% | -34.6% | +33.5% | +2.6% |
| All | -34.5% | -22.4% | -12.1% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling