+154.4%
TRV vs GIS
-24.8%
+179.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.3% |
| 7D | -1.5% | -8.4% | +6.9% | +0.8% |
| 30D | -1.8% | -5.2% | +3.4% | -0.6% |
| 3M | +21.6% | +8.2% | +13.4% | +18.2% |
| 6M | +22.5% | -12.0% | +34.5% | +26.1% |
| YTD | +28.1% | -18.9% | +47.0% | +34.6% |
| 1Y | +37.0% | -23.6% | +60.7% | +46.4% |
| 3Y | +141.9% | -37.6% | +179.5% | +173.3% |
| All | +154.4% | -24.8% | +179.2% | +155.7% |
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