+6,432.7%
TRV vs GIS
+1,457.4%
+4,975.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +0.2% | -8.6% | +8.8% | +3.7% |
| 30D | -2.3% | -0.5% | -1.9% | -2.4% |
| 3M | +22.7% | +11.9% | +10.8% | +16.5% |
| 6M | +21.9% | -11.6% | +33.5% | +26.7% |
| YTD | +27.5% | -16.3% | +43.8% | +34.8% |
| 1Y | +36.2% | -21.8% | +58.0% | +47.6% |
| 3Y | +140.6% | -35.7% | +176.2% | +178.6% |
| 5Y | +154.5% | -22.9% | +177.4% | +169.4% |
| 10Y | +295.4% | -16.8% | +312.2% | +289.8% |
| All | +6,432.7% | +1,457.4% | +4,975.2% | +2,140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling