-39.2%
GIS vs FDS
-22.8%
-16.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.7% |
| 7D | -4.6% | -2.1% | -2.4% | -4.2% |
| 30D | +6.6% | +16.0% | -9.4% | +3.6% |
| 3M | -8.1% | +18.8% | -26.9% | -11.2% |
| 6M | +4.9% | +54.1% | -49.2% | -3.0% |
| YTD | -21.4% | +17.0% | -38.4% | -24.7% |
| 1Y | -21.6% | +25.5% | -47.1% | -26.0% |
| All | -39.2% | -22.8% | -16.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling