-15.8%
F vs GIS
-30.4%
+14.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +1.6% | +3.6% | -2.0% | +1.0% |
| 30D | +2.6% | +13.9% | -11.3% | +0.5% |
| 3M | -8.8% | +0.3% | -9.1% | -9.1% |
| 6M | +4.6% | +5.0% | -0.3% | +3.5% |
| YTD | -1.9% | -18.4% | +16.5% | +1.0% |
| 1Y | -0.8% | -17.4% | +16.7% | +1.8% |
| 3Y | +43.5% | -36.9% | +80.4% | +54.4% |
| All | -15.8% | -30.4% | +14.6% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling