-55.8%
FIG vs GIS
-18.7%
-37.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.0% |
| 7D | -16.3% | -7.8% | -8.5% | -15.4% |
| 30D | -14.3% | +6.6% | -20.9% | -14.6% |
| 3M | +7.2% | +21.0% | -13.8% | +10.1% |
| 6M | -18.6% | -9.1% | -9.6% | -25.0% |
| YTD | -35.5% | -13.6% | -21.8% | -41.8% |
| 1Y | -55.8% | -18.0% | -37.8% | -62.1% |
| All | -55.8% | -18.7% | -37.1% | -62.1% |
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 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