-30.9%
GIS vs FE
+47.5%
-78.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +13.9% | +5.2% | +8.7% | +11.8% |
| 3M | +0.3% | 0.0% | +0.3% | +0.3% |
| 6M | +5.0% | +5.0% | -0.1% | +3.0% |
| YTD | -18.4% | +7.9% | -26.3% | -20.8% |
| 1Y | -17.4% | +6.3% | -23.8% | -19.5% |
| 3Y | -36.9% | +46.0% | -82.9% | -45.7% |
| All | -30.9% | +47.5% | -78.4% | -43.3% |
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