-56.6%
FIG vs GIS
-23.7%
-33.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | -12.2% | -8.4% | -3.8% | -11.1% |
| 30D | -11.0% | -5.2% | -5.8% | -10.1% |
| 3M | +11.9% | +8.2% | +3.7% | +14.8% |
| 6M | -21.9% | -12.0% | -9.9% | -26.5% |
| YTD | -40.8% | -18.9% | -21.9% | -46.5% |
| 1Y | -56.6% | -23.6% | -33.0% | -62.3% |
| All | -56.6% | -23.7% | -33.0% | -62.3% |
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