+131.2%
TLT vs GIS
+310.2%
-179.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | 0.0% |
| 7D | -0.4% | -7.8% | +7.4% | -0.9% |
| 30D | -0.6% | +6.6% | -7.1% | -0.2% |
| 3M | -2.7% | +21.0% | -23.7% | -1.6% |
| 6M | -5.6% | -9.1% | +3.4% | -6.1% |
| YTD | -2.8% | -13.6% | +10.8% | -3.5% |
| 1Y | -1.4% | -18.0% | +16.6% | -2.4% |
| 3Y | -1.6% | -33.7% | +32.1% | -3.7% |
| 5Y | -33.8% | -19.4% | -14.4% | -33.6% |
| 10Y | -21.1% | -21.3% | +0.1% | -20.5% |
| All | +131.2% | +310.2% | -179.0% | +186.2% |
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 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