-39.0%
GIS vs FIVE
+40.0%
-78.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -3.4% | +2.7% | -6.0% | -3.3% |
| 30D | +6.9% | +12.7% | -5.8% | +6.9% |
| 3M | -10.1% | +2.1% | -12.2% | -10.1% |
| 6M | +5.9% | +17.5% | -11.6% | +6.0% |
| YTD | -21.1% | +31.0% | -52.1% | -20.8% |
| 1Y | -22.5% | +67.7% | -90.2% | -22.0% |
| 3Y | -39.0% | +43.4% | -82.4% | -35.3% |
| All | -39.0% | +40.0% | -78.9% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling