-49.1%
TSLL vs GIS
-46.1%
-3.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -2.9% |
| 7D | +17.8% | -3.4% | +21.2% | +16.6% |
| 30D | +8.2% | +6.9% | +1.4% | +11.3% |
| 3M | +20.9% | -10.1% | +31.0% | +18.3% |
| 6M | -37.5% | +5.9% | -43.4% | -35.0% |
| YTD | -44.5% | -21.1% | -23.4% | -47.3% |
| 1Y | -33.0% | -22.5% | -10.5% | -36.7% |
| 3Y | -6.4% | -39.0% | +32.6% | -18.6% |
| All | -49.1% | -46.1% | -3.0% | -55.5% |
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