+67.5%
FERG vs GIS
-25.0%
+92.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.7% |
| 7D | -1.0% | -8.4% | +7.4% | -0.3% |
| 30D | -11.8% | -5.2% | -6.6% | -11.5% |
| 3M | -1.2% | +8.2% | -9.4% | -2.3% |
| 6M | -2.3% | -12.0% | +9.7% | -1.2% |
| YTD | +0.8% | -18.9% | +19.7% | +2.7% |
| 1Y | +0.5% | -23.6% | +24.1% | +2.9% |
| 3Y | +51.4% | -37.6% | +89.0% | +56.9% |
| 5Y | +67.5% | -25.2% | +92.7% | +64.0% |
| All | +67.5% | -25.0% | +92.5% | +64.0% |
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