-83.2%
FIG vs GIS
-23.8%
-59.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.4% |
| 7D | +3.4% | -3.4% | +6.8% | +3.9% |
| 30D | -9.5% | +6.9% | -16.3% | -10.7% |
| 3M | -26.2% | -10.1% | -16.1% | -25.7% |
| 6M | +2.7% | +5.9% | -3.2% | +5.5% |
| YTD | -48.0% | -21.1% | -26.9% | -53.6% |
| 1Y | -52.0% | -22.5% | -29.6% | -58.0% |
| All | -83.2% | -23.8% | -59.4% | -85.4% |
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