+285.0%
TSM vs GIS
-23.6%
+308.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.3% |
| 7D | +4.8% | -8.6% | +13.4% | +2.0% |
| 30D | +4.0% | -0.5% | +4.5% | +4.1% |
| 3M | +2.0% | +11.9% | -9.9% | +6.2% |
| 6M | +25.5% | -11.6% | +37.1% | +23.5% |
| YTD | +44.0% | -16.3% | +60.3% | +40.2% |
| 1Y | +75.4% | -21.8% | +97.2% | +68.6% |
| 3Y | +406.7% | -35.7% | +442.4% | +367.6% |
| 5Y | +285.0% | -22.9% | +307.8% | +248.4% |
| All | +285.0% | -23.6% | +308.6% | +248.4% |
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