-19.2%
GIS vs FIVE
+505.3%
-524.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -8.1% | +2.4% | -10.5% | -8.2% |
| 30D | +5.3% | +15.8% | -10.5% | +4.7% |
| 3M | -10.5% | +3.8% | -14.3% | -10.7% |
| 6M | +1.8% | +18.5% | -16.7% | +1.0% |
| YTD | -22.9% | +31.2% | -54.2% | -23.9% |
| 1Y | -22.9% | +61.8% | -84.8% | -24.6% |
| 3Y | -40.5% | +39.9% | -80.4% | -41.7% |
| 5Y | -34.9% | +18.3% | -53.2% | -36.1% |
| All | -19.2% | +505.3% | -524.5% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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