-18.0%
GIS vs FANG
+43.7%
-61.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -2.5% |
| 7D | -7.8% | +0.8% | -8.6% | -7.8% |
| 30D | +6.6% | +7.6% | -1.0% | +6.7% |
| 3M | +21.0% | -1.3% | +22.3% | +21.0% |
| 6M | -9.1% | +14.7% | -23.7% | -11.1% |
| YTD | -13.6% | +34.8% | -48.4% | -17.5% |
| 1Y | -18.0% | +42.9% | -60.9% | -21.4% |
| All | -18.0% | +43.7% | -61.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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