-46.4%
TOST vs GIS
-30.6%
-15.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -4.7% | -8.1% | +3.4% | -4.6% |
| 30D | +8.5% | +5.3% | +3.2% | +8.7% |
| 3M | -1.6% | -10.5% | +9.0% | -2.0% |
| 6M | +44.1% | +1.8% | +42.3% | +44.7% |
| YTD | -5.6% | -22.9% | +17.3% | -8.7% |
| 1Y | -12.6% | -22.9% | +10.4% | -15.4% |
| 3Y | +137.6% | -40.5% | +178.1% | +121.2% |
| 5Y | -30.4% | -34.9% | +4.5% | -34.5% |
| All | -46.4% | -30.6% | -15.8% | -51.0% |
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