-16.4%
GIS vs FE
+110.9%
-127.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +9.2% | +4.3% | +4.9% | +7.9% |
| 3M | -5.4% | +0.4% | -5.8% | -5.5% |
| 6M | +3.4% | +6.9% | -3.5% | +1.4% |
| YTD | -20.5% | +8.0% | -28.5% | -22.3% |
| 1Y | -20.0% | +4.8% | -24.8% | -21.2% |
| 3Y | -38.6% | +49.0% | -87.6% | -45.4% |
| 5Y | -33.1% | +46.2% | -79.3% | -40.5% |
| 10Y | -16.4% | +120.9% | -137.3% | -33.4% |
| All | -16.4% | +110.9% | -127.3% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling