+14.5%
FIX vs GIS
-20.3%
+34.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.8% | +11.2% | +7.9% |
| 7D | -7.2% | +0.4% | -7.6% | -5.8% |
| 30D | -35.1% | +10.1% | -45.2% | -28.7% |
| 3M | -34.3% | -3.7% | -30.6% | -33.9% |
| 6M | -42.9% | +4.3% | -47.2% | -37.9% |
| YTD | +19.5% | -19.8% | +39.3% | +7.3% |
| All | +14.5% | -20.3% | +34.8% | +4.1% |
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