+46.0%
F vs GIS
-38.9%
+84.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -3.1% | -3.4% | +0.3% | -2.6% |
| 30D | 0.0% | +6.9% | -6.8% | -0.9% |
| 3M | -13.2% | -10.1% | -3.1% | -12.1% |
| 6M | -10.2% | +5.9% | -16.1% | -11.2% |
| YTD | -4.9% | -21.1% | +16.2% | -1.6% |
| 1Y | -6.1% | -22.5% | +16.4% | -2.5% |
| 3Y | +46.0% | -39.0% | +85.0% | +59.3% |
| All | +46.0% | -38.9% | +84.9% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling