-25.2%
GIS vs FLR
+230.6%
-255.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -3.1% |
| 7D | -8.4% | -6.9% | -1.5% | -8.6% |
| 30D | -5.2% | +1.1% | -6.3% | -5.1% |
| 3M | +8.2% | +14.3% | -6.2% | +8.8% |
| 6M | -12.0% | +19.1% | -31.1% | -11.3% |
| YTD | -18.9% | +35.1% | -54.0% | -18.0% |
| 1Y | -23.6% | +29.5% | -53.1% | -22.9% |
| 3Y | -37.6% | +53.0% | -90.6% | -37.2% |
| 5Y | -25.2% | +238.9% | -264.1% | -26.4% |
| All | -25.2% | +230.6% | -255.7% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling