-34.6%
GIS vs FDS
-30.4%
-4.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.7% |
| 7D | -8.3% | -5.4% | -2.9% | -7.3% |
| 30D | +2.2% | +1.6% | +0.6% | +1.9% |
| 3M | +15.7% | +17.7% | -2.0% | +12.2% |
| 6M | -12.0% | +29.1% | -41.0% | -16.0% |
| YTD | -15.0% | +1.0% | -15.9% | -16.2% |
| 1Y | -20.1% | -21.6% | +1.5% | -17.7% |
| 3Y | -34.6% | -30.1% | -4.5% | -30.0% |
| All | -34.6% | -30.4% | -4.2% | -30.0% |
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