+12,471.5%
FIX vs GIS
+476.9%
+11,994.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.5% |
| 7D | +6.0% | -7.8% | +13.9% | +8.1% |
| 30D | -7.2% | +6.6% | -13.8% | -9.0% |
| 3M | -15.9% | +21.0% | -36.8% | -21.1% |
| 6M | +12.7% | -9.1% | +21.8% | +14.1% |
| YTD | +72.8% | -13.6% | +86.4% | +76.4% |
| 1Y | +122.9% | -18.0% | +140.9% | +129.5% |
| 3Y | +774.3% | -33.7% | +808.0% | +829.7% |
| 5Y | +2,049.5% | -19.4% | +2,068.9% | +1,974.5% |
| 10Y | +5,821.5% | -21.3% | +5,842.7% | +5,484.3% |
| All | +12,471.5% | +476.9% | +11,994.6% | +6,337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling