+349.1%
GIS vs FFIV
+7,518.9%
-7,169.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.5% |
| 7D | -7.8% | -1.0% | -6.9% | -7.8% |
| 30D | +6.6% | -5.1% | +11.6% | +6.7% |
| 3M | +21.0% | -4.5% | +25.4% | +21.0% |
| 6M | -9.1% | +36.5% | -45.5% | -9.8% |
| YTD | -13.6% | +53.0% | -66.6% | -14.6% |
| 1Y | -18.0% | +24.2% | -42.2% | -18.6% |
| 3Y | -33.7% | +137.2% | -170.9% | -35.4% |
| 5Y | -19.4% | +91.8% | -111.2% | -21.2% |
| 10Y | -21.3% | +215.2% | -236.4% | -24.3% |
| All | +349.1% | +7,518.9% | -7,169.8% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 all: compounded portfolio wealth divided by compounded FFIV 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…
all analysis · Full analysis span regression · 6 months rolling