-72.2%
TTD vs GIS
-18.7%
-53.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.9% |
| 7D | +6.3% | -7.8% | +14.2% | +8.1% |
| 30D | -23.9% | +6.6% | -30.5% | -25.0% |
| 3M | -31.4% | +21.0% | -52.4% | -33.1% |
| 6M | -42.7% | -9.1% | -33.6% | -44.0% |
| YTD | -62.0% | -13.6% | -48.4% | -62.7% |
| 1Y | -72.2% | -18.0% | -54.2% | -72.6% |
| All | -72.2% | -18.7% | -53.6% | -72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling