-12.6%
TOST vs GIS
-23.4%
+10.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | -4.7% | -8.1% | +3.4% | -2.2% |
| 30D | +8.5% | +5.3% | +3.2% | +7.1% |
| 3M | -1.6% | -10.5% | +9.0% | +0.8% |
| 6M | +44.1% | +1.8% | +42.3% | +43.4% |
| YTD | -5.6% | -22.9% | +17.3% | -7.6% |
| 1Y | -12.6% | -22.9% | +10.4% | -14.5% |
| All | -12.6% | -23.4% | +10.8% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling