+13,634.3%
TSM vs GIS
+443.5%
+13,190.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +3.4% |
| 7D | +2.7% | -7.8% | +10.6% | +4.4% |
| 30D | +3.6% | +6.6% | -3.0% | +2.1% |
| 3M | -3.4% | +21.0% | -24.3% | -8.2% |
| 6M | +20.6% | -9.1% | +29.7% | +22.1% |
| YTD | +41.9% | -13.6% | +55.5% | +44.9% |
| 1Y | +84.4% | -18.0% | +102.4% | +89.9% |
| 3Y | +380.2% | -33.7% | +413.9% | +409.4% |
| 5Y | +275.3% | -19.4% | +294.8% | +263.7% |
| 10Y | +1,751.4% | -21.3% | +1,772.6% | +1,645.2% |
| All | +13,634.3% | +443.5% | +13,190.8% | +5,373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling