-21.1%
GIS vs FLR
+19.7%
-40.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -6.4% | -3.5% | -2.9% | -6.4% |
| 30D | -6.1% | +4.2% | -10.3% | -6.0% |
| 3M | +7.8% | +8.1% | -0.2% | +8.1% |
| 6M | -8.8% | +21.5% | -30.3% | -8.4% |
| YTD | -19.1% | +36.8% | -55.9% | -18.6% |
| 1Y | -24.8% | +31.2% | -56.0% | -24.3% |
| 3Y | -37.6% | +53.9% | -91.4% | -37.0% |
| 5Y | -25.4% | +243.0% | -268.5% | -24.1% |
| All | -21.1% | +19.7% | -40.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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