+49.2%
GIS vs FIVE
+873.2%
-823.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.5% | +7.3% | -5.8% | +1.2% |
| 30D | +9.2% | +18.1% | -8.9% | +8.3% |
| 3M | -5.4% | +7.7% | -13.1% | -5.8% |
| 6M | +3.4% | +13.6% | -10.2% | +2.6% |
| YTD | -20.5% | +34.6% | -55.0% | -21.8% |
| 1Y | -20.0% | +66.2% | -86.2% | -22.1% |
| 3Y | -38.6% | +43.5% | -82.1% | -40.3% |
| 5Y | -33.1% | +20.7% | -53.8% | -35.0% |
| 10Y | -16.4% | +541.5% | -557.9% | -30.6% |
| All | +49.2% | +873.2% | -823.9% | +19.9% |
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