+351.3%
FERG vs GIS
-19.5%
+370.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.6% | -6.4% | +3.8% | -2.2% |
| 30D | -8.9% | -6.1% | -2.8% | -8.6% |
| 3M | -2.0% | +7.8% | -9.9% | -2.7% |
| 6M | -3.2% | -8.8% | +5.6% | -2.8% |
| YTD | +1.5% | -19.1% | +20.6% | +2.7% |
| 1Y | +0.5% | -24.8% | +25.2% | +2.0% |
| 3Y | +50.4% | -37.6% | +88.0% | +53.9% |
| 5Y | +68.7% | -25.4% | +94.1% | +71.5% |
| All | +351.3% | -19.5% | +370.8% | +354.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling