-2.3%
FERG vs GIS
-18.7%
+16.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.4% |
| 7D | 0.0% | -7.8% | +7.8% | +0.3% |
| 30D | -10.2% | +6.6% | -16.7% | -10.6% |
| 3M | -0.6% | +21.0% | -21.6% | -2.4% |
| 6M | -6.5% | -9.1% | +2.5% | -5.4% |
| YTD | +4.2% | -13.6% | +17.8% | +5.1% |
| 1Y | -2.3% | -18.0% | +15.8% | -2.2% |
| All | -2.3% | -18.7% | +16.4% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling