-39.0%
GIS vs FE
+50.7%
-89.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | +6.9% | +4.5% | +2.3% | +5.1% |
| 3M | -10.1% | +1.3% | -11.5% | -10.7% |
| 6M | +5.9% | +8.7% | -2.8% | +2.4% |
| YTD | -21.1% | +9.2% | -30.3% | -24.0% |
| 1Y | -22.5% | +7.0% | -29.5% | -24.7% |
| 3Y | -39.0% | +51.4% | -90.4% | -47.8% |
| All | -39.0% | +50.7% | -89.6% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling