-18.0%
GIS vs FE
+11.4%
-29.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -7.8% | +1.9% | -9.8% | -8.5% |
| 30D | +6.6% | -1.2% | +7.7% | +7.0% |
| 3M | +21.0% | +3.5% | +17.5% | +19.7% |
| 6M | -9.1% | -6.1% | -3.0% | -7.2% |
| YTD | -13.6% | +7.6% | -21.2% | -15.8% |
| 1Y | -18.0% | +11.9% | -29.9% | -21.6% |
| All | -18.0% | +11.4% | -29.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling