-22.9%
GIS vs FDS
-23.5%
+0.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.0% |
| 7D | -8.6% | -8.8% | +0.2% | -7.1% |
| 30D | -0.5% | -1.4% | +0.9% | -0.2% |
| 3M | +11.9% | +13.9% | -2.0% | +9.4% |
| 6M | -11.6% | +27.4% | -39.0% | -15.3% |
| YTD | -16.3% | -2.5% | -13.9% | -16.9% |
| 1Y | -21.8% | -23.8% | +2.0% | -19.4% |
| 3Y | -35.7% | -32.5% | -3.2% | -32.5% |
| 5Y | -22.9% | -23.2% | +0.3% | -24.6% |
| All | -22.9% | -23.5% | +0.6% | -24.6% |
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 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