+5,993.3%
FIX vs GIS
-18.7%
+6,012.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.4% |
| 7D | +6.1% | -8.3% | +14.3% | +6.4% |
| 30D | -2.7% | +2.2% | -4.8% | -2.9% |
| 3M | -10.9% | +15.7% | -26.6% | -12.3% |
| 6M | +29.0% | -12.0% | +41.0% | +30.8% |
| YTD | +76.9% | -15.0% | +91.9% | +79.6% |
| 1Y | +130.7% | -20.1% | +150.9% | +135.9% |
| 3Y | +790.7% | -34.6% | +825.3% | +820.6% |
| 5Y | +2,185.6% | -22.8% | +2,208.4% | +2,077.4% |
| 10Y | +5,993.3% | -18.5% | +6,011.8% | +5,192.0% |
| All | +5,993.3% | -18.7% | +6,012.0% | +5,192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling