-27.7%
TOST vs GIS
-33.3%
+5.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.4% |
| 7D | 0.0% | -3.4% | +3.4% | 0.0% |
| 30D | +16.2% | +6.9% | +9.3% | +16.3% |
| 3M | -1.5% | -10.1% | +8.6% | -2.1% |
| 6M | +55.3% | +5.9% | +49.5% | +56.3% |
| YTD | -2.3% | -21.1% | +18.8% | -5.7% |
| 1Y | -5.5% | -22.5% | +17.0% | -9.0% |
| 3Y | +151.1% | -39.0% | +190.1% | +133.3% |
| All | -27.7% | -33.3% | +5.6% | -31.6% |
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