-37.6%
GIS vs FANG
+45.3%
-82.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -6.4% | +2.9% | -9.3% | -6.4% |
| 30D | -6.1% | +2.6% | -8.7% | -6.1% |
| 3M | +7.8% | +7.6% | +0.3% | +7.6% |
| 6M | -8.8% | +17.3% | -26.1% | -9.6% |
| YTD | -19.1% | +38.7% | -57.8% | -20.5% |
| 1Y | -24.8% | +51.6% | -76.4% | -26.2% |
| 3Y | -37.6% | +50.0% | -87.5% | -42.1% |
| All | -37.6% | +45.3% | -82.8% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling