-17.3%
GIS vs FDS
+127.7%
-144.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -3.4% | +1.5% | -4.8% | -3.7% |
| 30D | +6.9% | +14.8% | -7.9% | +3.9% |
| 3M | -10.1% | +16.3% | -26.4% | -13.0% |
| 6M | +5.9% | +66.2% | -60.4% | -4.7% |
| YTD | -21.1% | +16.2% | -37.3% | -24.5% |
| 1Y | -22.5% | +21.8% | -44.3% | -26.7% |
| 3Y | -39.0% | -23.9% | -15.1% | -36.9% |
| 5Y | -33.3% | -23.1% | -10.2% | -32.2% |
| All | -17.3% | +127.7% | -144.9% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling