-56.8%
TSLL vs GIS
-44.2%
-12.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.2% | +7.7% |
| 7D | -21.2% | +3.6% | -24.8% | -20.1% |
| 30D | -13.3% | +13.9% | -27.2% | -9.1% |
| 3M | +15.4% | +0.3% | +15.1% | +16.8% |
| 6M | -34.2% | +5.0% | -39.2% | -31.7% |
| YTD | -52.9% | -18.4% | -34.5% | -54.8% |
| 1Y | -54.3% | -17.4% | -36.9% | -55.9% |
| 3Y | -18.4% | -36.9% | +18.6% | -28.3% |
| All | -56.8% | -44.2% | -12.6% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling