-22.5%
GIS vs FDS
+25.7%
-48.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.2% |
| 3M | -10.1% | +16.3% | -26.4% | -12.7% |
| 6M | +5.9% | +66.2% | -60.4% | -1.4% |
| YTD | -21.1% | +16.2% | -37.3% | -27.2% |
| 1Y | -22.5% | +21.8% | -44.3% | -28.9% |
| All | -22.5% | +25.7% | -48.2% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling