-69.7%
TTD vs GIS
-23.7%
-46.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +1.2% |
| 7D | -7.4% | -8.4% | +1.0% | -5.8% |
| 30D | +3.0% | -5.2% | +8.2% | +4.0% |
| 3M | -27.6% | +8.2% | -35.7% | -28.2% |
| 6M | -49.5% | -12.0% | -37.5% | -50.1% |
| YTD | -63.2% | -18.9% | -44.3% | -63.6% |
| 1Y | -69.7% | -23.6% | -46.1% | -70.0% |
| All | -69.7% | -23.7% | -46.1% | -70.0% |
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