+337.7%
TSM vs GIS
-40.4%
+378.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -2.8% |
| 7D | +14.8% | -8.1% | +22.9% | +10.6% |
| 30D | -8.9% | +5.3% | -14.2% | -6.3% |
| 3M | -5.3% | -10.5% | +5.3% | -8.7% |
| 6M | +2.6% | +1.8% | +0.8% | +5.7% |
| YTD | +34.5% | -22.9% | +57.4% | +25.2% |
| 1Y | +41.0% | -22.9% | +63.9% | +31.6% |
| All | +337.7% | -40.4% | +378.0% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling