-33.2%
GIS vs FDS
-21.2%
-12.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.6% |
| 7D | -4.6% | -2.1% | -2.4% | -4.2% |
| 30D | +6.6% | +16.0% | -9.4% | +3.9% |
| 3M | -8.1% | +18.8% | -26.9% | -10.9% |
| 6M | +4.9% | +54.1% | -49.2% | -2.6% |
| YTD | -21.4% | +17.0% | -38.4% | -24.5% |
| 1Y | -21.6% | +25.5% | -47.1% | -25.7% |
| 3Y | -39.3% | -23.3% | -16.0% | -38.0% |
| 5Y | -33.2% | -22.6% | -10.6% | -34.7% |
| All | -33.2% | -21.2% | -12.0% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling