-16.8%
GIS vs FE
+110.4%
-127.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | -0.5% | -1.2% | +0.7% | -0.2% |
| 3M | +11.9% | +1.7% | +10.2% | +11.3% |
| 6M | -11.6% | -7.5% | -4.1% | -9.7% |
| YTD | -16.3% | +6.3% | -22.6% | -17.9% |
| 1Y | -21.8% | +10.9% | -32.6% | -24.2% |
| 3Y | -35.7% | +46.9% | -82.6% | -42.6% |
| 5Y | -22.9% | +47.6% | -70.5% | -31.7% |
| 10Y | -16.8% | +114.5% | -131.3% | -33.8% |
| All | -16.8% | +110.4% | -127.2% | -33.8% |
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