+49.9%
TRV vs GIS
-17.8%
+67.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.6% |
| 7D | +3.9% | +8.5% | -4.6% | +2.5% |
| 30D | +13.5% | +15.3% | -1.9% | +11.0% |
| 3M | +8.9% | +0.9% | +7.9% | +8.0% |
| 6M | +36.8% | +7.9% | +28.8% | +33.6% |
| YTD | +42.7% | -17.6% | +60.3% | +43.3% |
| 1Y | +49.9% | -17.4% | +67.2% | +50.1% |
| All | +49.9% | -17.8% | +67.6% | +50.1% |
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