+448.7%
FIX vs GIS
-37.4%
+486.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.1% | +3.6% |
| 7D | -17.5% | +3.6% | -21.0% | -14.6% |
| 30D | -41.6% | +13.9% | -55.5% | -35.1% |
| 3M | -40.6% | +0.3% | -40.9% | -38.7% |
| 6M | -49.4% | +5.0% | -54.3% | -45.2% |
| YTD | +9.2% | -18.4% | +27.5% | +3.0% |
| 1Y | +6.5% | -17.4% | +23.9% | +1.5% |
| 3Y | +448.7% | -36.9% | +485.7% | +355.3% |
| All | +448.7% | -37.4% | +486.1% | +355.3% |
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