+615.0%
F vs GIS
+1,507.8%
-892.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +2.3% |
| 7D | +5.3% | -7.8% | +13.2% | +8.2% |
| 30D | +4.6% | +6.6% | -2.0% | +2.2% |
| 3M | -3.7% | +21.0% | -24.6% | -10.3% |
| 6M | +16.8% | -9.1% | +25.9% | +19.6% |
| YTD | +15.3% | -13.6% | +28.9% | +19.6% |
| 1Y | +31.0% | -18.0% | +49.0% | +37.9% |
| 3Y | +45.4% | -33.7% | +79.1% | +62.9% |
| 5Y | +54.7% | -19.4% | +74.1% | +58.6% |
| 10Y | +98.2% | -21.3% | +119.5% | +96.1% |
| All | +615.0% | +1,507.8% | -892.8% | +123.1% |
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