+50.4%
GIS vs FIVE
+874.1%
-823.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.6% | -7.4% | -2.0% |
| 7D | +0.4% | +6.2% | -5.8% | +0.1% |
| 30D | +10.1% | +18.2% | -8.1% | +9.2% |
| 3M | -3.7% | +3.8% | -7.5% | -3.9% |
| 6M | +4.3% | +13.7% | -9.5% | +3.5% |
| YTD | -19.8% | +34.7% | -54.5% | -21.1% |
| 1Y | -20.5% | +66.6% | -87.1% | -22.6% |
| 3Y | -38.3% | +44.3% | -82.6% | -40.1% |
| 5Y | -32.2% | +18.8% | -50.9% | -34.0% |
| 10Y | -18.0% | +569.2% | -587.2% | -32.1% |
| All | +50.4% | +874.1% | -823.7% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling