+49.7%
GIS vs FANG
+1,412.9%
-1,363.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 6M | -8.8% | +17.3% | -26.1% | -9.1% |
| YTD | -19.1% | +38.7% | -57.8% | -19.6% |
| 1Y | -24.8% | +51.6% | -76.4% | -25.3% |
| 3Y | -37.6% | +50.0% | -87.5% | -38.1% |
| 5Y | -25.4% | +237.6% | -263.0% | -26.9% |
| 10Y | -19.6% | +180.7% | -200.3% | -20.2% |
| All | +49.7% | +1,412.9% | -1,363.2% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling