-22.8%
GIS vs FE
+48.2%
-71.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -8.3% | +0.6% | -8.9% | -8.5% |
| 30D | +2.2% | -2.1% | +4.3% | +2.9% |
| 3M | +15.7% | +2.6% | +13.1% | +14.5% |
| 6M | -12.0% | -6.8% | -5.2% | -9.8% |
| YTD | -15.0% | +6.9% | -21.8% | -17.2% |
| 1Y | -20.1% | +11.6% | -31.7% | -23.6% |
| 3Y | -34.6% | +47.7% | -82.3% | -44.0% |
| 5Y | -22.8% | +46.2% | -69.1% | -34.3% |
| All | -22.8% | +48.2% | -71.0% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling