+20,639.1%
TXN vs GIS
+1,457.4%
+19,181.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +2.7% | -8.6% | +11.3% | +5.3% |
| 30D | -6.7% | -0.5% | -6.3% | -6.9% |
| 3M | -8.9% | +11.9% | -20.8% | -12.8% |
| 6M | +34.7% | -11.6% | +46.3% | +38.0% |
| YTD | +53.3% | -16.3% | +69.6% | +59.1% |
| 1Y | +45.0% | -21.8% | +66.8% | +53.2% |
| 3Y | +73.1% | -35.7% | +108.8% | +91.2% |
| 5Y | +59.9% | -22.9% | +82.8% | +63.6% |
| 10Y | +415.7% | -16.8% | +432.5% | +397.1% |
| All | +20,639.1% | +1,457.4% | +19,181.6% | +6,148.9% |
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