-20.8%
GIS vs FDS
+66.9%
-87.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.8% | +2.8% | -1.9% |
| 7D | -8.4% | -16.0% | +7.6% | -5.1% |
| 30D | -5.2% | -6.7% | +1.5% | -3.9% |
| 3M | +8.2% | +6.0% | +2.2% | +6.8% |
| 6M | -12.0% | +25.1% | -37.1% | -16.3% |
| YTD | -18.9% | -8.1% | -10.7% | -18.5% |
| 1Y | -23.6% | -26.0% | +2.4% | -20.1% |
| 3Y | -37.6% | -36.4% | -1.2% | -33.1% |
| 5Y | -25.2% | -27.7% | +2.5% | -23.3% |
| All | -20.8% | +66.9% | -87.7% | -34.6% |
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