+8,096.9%
TMO vs GIS
+1,410.0%
+6,686.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.5% |
| 7D | -2.5% | -8.4% | +5.9% | +0.3% |
| 30D | -0.3% | -5.2% | +4.9% | +1.2% |
| 3M | +25.3% | +8.2% | +17.1% | +21.5% |
| 6M | +20.9% | -12.0% | +32.9% | +25.0% |
| YTD | +4.3% | -18.9% | +23.2% | +10.2% |
| 1Y | +27.0% | -23.6% | +50.7% | +36.7% |
| 3Y | +17.5% | -37.6% | +55.1% | +33.7% |
| 5Y | +6.9% | -25.2% | +32.1% | +12.9% |
| 10Y | +332.0% | -19.3% | +351.3% | +332.2% |
| All | +8,096.9% | +1,410.0% | +6,686.9% | +3,617.8% |
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