+1,315.5%
FERG vs GIS
+87.2%
+1,228.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +0.9% | -8.6% | +9.5% | +1.5% |
| 30D | -15.1% | -0.5% | -14.6% | -15.1% |
| 3M | -4.8% | +11.9% | -16.7% | -5.7% |
| 6M | -2.5% | -11.6% | +9.1% | -1.8% |
| YTD | +1.8% | -16.3% | +18.1% | +2.8% |
| 1Y | -0.3% | -21.8% | +21.4% | +1.0% |
| 3Y | +52.9% | -35.7% | +88.6% | +56.4% |
| 5Y | +69.3% | -22.9% | +92.2% | +71.5% |
| 10Y | +352.7% | -16.8% | +369.5% | +363.6% |
| All | +1,315.5% | +87.2% | +1,228.3% | +1,296.0% |
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 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