+22.5%
TOST vs GIS
+5.6%
+16.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | 0.0% |
| 7D | +9.4% | +3.6% | +5.9% | +7.4% |
| 30D | +13.5% | +13.9% | -0.4% | +6.0% |
| 3M | -0.1% | +0.3% | -0.5% | -1.8% |
| 6M | +22.5% | +5.0% | +17.5% | +20.8% |
| All | +22.5% | +5.6% | +16.9% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling