+626.8%
GIS vs FDS
+9,502.8%
-8,876.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.1% |
| 7D | -7.8% | -1.9% | -5.9% | -7.7% |
| 30D | +6.6% | +9.0% | -2.4% | +5.6% |
| 3M | +21.0% | +18.9% | +2.1% | +18.7% |
| 6M | -9.1% | +35.1% | -44.2% | -12.2% |
| YTD | -13.6% | +5.5% | -19.1% | -14.7% |
| 1Y | -18.0% | -16.8% | -1.2% | -17.3% |
| 3Y | -33.7% | -28.1% | -5.6% | -32.3% |
| 5Y | -19.4% | -17.4% | -2.0% | -19.2% |
| 10Y | -21.3% | +85.4% | -106.7% | -27.3% |
| All | +626.8% | +9,502.8% | -8,876.0% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling