Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GTSCX (SMALL CAP EQUITY PORTFOLIO INSTITUTIONAL) | -5.12% | -1.02% | 0.79% | 8.70% | 5.05% | 9.93% | 7.22% | 7.58% |
Data as of 07/03/2025, AR inception is 01/27/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTSCX (SMALL CAP EQUITY PORTFOLIO INSTITUTIONAL) | 01/27/1998 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.20 | -1.02 | 0.79 | 8.70 | 5.05 | 9.93 | 7.22 | 7.58 | -5.12 | 5.10 | 9.19 | -19.60 | 23.94 | 15.94 | 21.32 | -15.98 | 16.04 | 18.30 | -2.72 | 3.27 | 48.23 | 16.99 | 0.33 | 27.38 | 30.78 | -36.72 | 5.14 | 16.14 | 4.69 | 22.08 | 34.85 | -10.91 | 10.76 | 15.44 | 1.65 | -9.13 |
| Sharpe Ratio | NA | -0.35 | -0.20 | 0.30 | 0.12 | NA | NA | 0.26 | -0.75 | -0.08 | 0.24 | -0.75 | 1.20 | 0.34 | 1.18 | -0.93 | 1.24 | 0.96 | -0.16 | 0.20 | 3.34 | 1.00 | 0.01 | 1.16 | 0.89 | -0.89 | 0.11 | 0.79 | 0.16 | 1.36 | 2.13 | -0.54 | 0.46 | 0.53 | -0.13 | -0.71 |
| Standard Deviation(%) | NA | 24.04 | 23.21 | 22.80 | 24.18 | NA | NA | 22.91 | 26.94 | 18.90 | 20.90 | 28.13 | 19.97 | 46.64 | 16.94 | 18.68 | 12.52 | 18.82 | 17.00 | 15.90 | 14.41 | 17.11 | 32.40 | 23.48 | 34.60 | 41.96 | 18.99 | 16.44 | 15.33 | 15.58 | 16.00 | 22.38 | 18.49 | 21.41 | 12.23 | 18.52 |
| Draw Down(%) | NA | 30.85 | 30.85 | 32.12 | 49.33 | NA | NA | 59.35 | 25.34 | 11.51 | 16.17 | 22.99 | 10.64 | 47.13 | 12.60 | 28.24 | 6.79 | 13.82 | 14.94 | 15.55 | 5.34 | 13.77 | 28.41 | 19.68 | 31.44 | 51.70 | 11.97 | 15.52 | 10.64 | 10.69 | 10.89 | 30.60 | 18.65 | 11.04 | 15.28 | 37.19 |
| Yield(%) | 0.00 | 0.63 | 0.64 | 0.75 | 3.30 | 6.47 | 5.03 | 5.78 | 0.08 | 0.58 | 0.79 | 0.51 | 0.36 | 0.33 | 0.43 | 13.16 | 10.71 | 2.35 | 1.07 | 3.94 | 6.83 | 2.18 | 0.09 | 0.00 | 0.14 | 0.59 | 13.69 | 16.09 | 15.58 | 16.76 | 2.63 | 4.94 | 12.13 | 8.18 | 1.30 | 1.67 |
Data as of 07/03/2025, AR inception is 01/27/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTSCX (SMALL CAP EQUITY PORTFOLIO INSTITUTIONAL) |
-16.82%
Feb 2006 - Feb 2009 |
-4.88%
Feb 2004 - Feb 2009 |
3.42%
Feb 1999 - Feb 2009 |
5.41%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTSCX (SMALL CAP EQUITY PORTFOLIO INSTITUTIONAL) |
32.40%
Feb 2009 - Feb 2012 |
29.45%
Feb 2009 - Feb 2014 |
17.09%
Feb 2009 - Feb 2019 |
13.25%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart