+494.2%
FIX vs GIS
-38.9%
+533.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | +0.3% |
| 7D | +9.4% | -3.4% | +12.8% | +7.0% |
| 30D | -27.8% | +6.9% | -34.7% | -23.1% |
| 3M | -35.6% | -10.1% | -25.4% | -38.1% |
| 6M | -45.2% | +5.9% | -51.1% | -40.8% |
| YTD | +19.5% | -21.1% | +40.6% | +10.2% |
| 1Y | +24.2% | -22.5% | +46.7% | +13.8% |
| 3Y | +494.2% | -39.0% | +533.1% | +382.2% |
| All | +494.2% | -38.9% | +533.1% | +382.2% |
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