+265.7%
TSM vs GIS
-33.3%
+299.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -0.8% |
| 7D | +6.2% | -3.4% | +9.6% | +5.0% |
| 30D | -7.3% | +6.9% | -14.2% | -4.7% |
| 3M | -7.1% | -10.1% | +3.0% | -9.3% |
| 6M | +0.2% | +5.9% | -5.6% | +3.7% |
| YTD | +32.2% | -21.1% | +53.3% | +27.3% |
| 1Y | +42.8% | -22.5% | +65.3% | +37.0% |
| 3Y | +330.4% | -39.0% | +369.4% | +292.1% |
| All | +265.7% | -33.3% | +299.0% | +228.3% |
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 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