+1,757.2%
TSM vs GIS
-19.3%
+1,776.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | -1.8% |
| 7D | +2.6% | -8.4% | +11.0% | +2.2% |
| 30D | +1.4% | -5.2% | +6.6% | +1.1% |
| 3M | +5.0% | +8.2% | -3.2% | +5.2% |
| 6M | +24.0% | -12.0% | +36.0% | +24.2% |
| YTD | +41.6% | -18.9% | +60.5% | +41.8% |
| 1Y | +66.2% | -23.6% | +89.8% | +66.5% |
| 3Y | +398.2% | -37.6% | +435.8% | +398.1% |
| 5Y | +277.6% | -25.2% | +302.8% | +260.4% |
| All | +1,757.2% | -19.3% | +1,776.4% | +1,782.3% |
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