-80.9%
FIG vs GIS
-19.2%
-61.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.1% |
| 7D | -14.5% | -8.6% | -5.9% | -13.6% |
| 30D | -13.3% | -0.5% | -12.9% | -12.9% |
| 3M | +7.4% | +11.9% | -4.5% | +10.2% |
| 6M | -27.8% | -11.6% | -16.2% | -33.8% |
| YTD | -41.1% | -16.3% | -24.8% | -47.5% |
| 1Y | -58.7% | -21.8% | -37.0% | -65.6% |
| All | -80.9% | -19.2% | -61.8% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling