-32.4%
GIS vs FIVE
+56.0%
-88.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -2.4% |
| 7D | -7.8% | +4.3% | -12.1% | -7.8% |
| 30D | +6.6% | +12.5% | -5.9% | +6.7% |
| 3M | +21.0% | +31.2% | -10.3% | +21.3% |
| 6M | -9.1% | +14.4% | -23.4% | -8.9% |
| YTD | -13.6% | +33.9% | -47.5% | -13.3% |
| 1Y | -18.0% | +65.1% | -83.1% | -17.5% |
| All | -32.4% | +56.0% | -88.4% | -28.9% |
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