+130.7%
FIX vs GIS
-20.3%
+151.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +1.2% |
| 7D | +6.1% | -8.3% | +14.3% | -0.6% |
| 30D | -2.7% | +2.2% | -4.8% | -0.5% |
| 3M | -10.9% | +15.7% | -26.6% | +1.0% |
| 6M | +29.0% | -12.0% | +41.0% | +21.1% |
| YTD | +76.9% | -15.0% | +91.9% | +63.6% |
| 1Y | +130.7% | -20.1% | +150.9% | +107.7% |
| All | +130.7% | -20.3% | +151.0% | +107.7% |
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