+317.8%
GIS vs FLR
+609.6%
-291.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | -8.3% | +0.7% | -8.9% | -8.3% |
| 30D | +2.2% | -0.7% | +2.8% | +2.2% |
| 3M | +15.7% | +14.3% | +1.4% | +14.8% |
| 6M | -12.0% | +25.6% | -37.6% | -13.2% |
| YTD | -15.0% | +42.9% | -57.8% | -16.7% |
| 1Y | -20.1% | +38.7% | -58.9% | -21.8% |
| 3Y | -34.6% | +61.8% | -96.4% | -37.3% |
| 5Y | -22.8% | +254.1% | -276.9% | -30.0% |
| 10Y | -18.5% | +20.0% | -38.5% | -21.1% |
| All | +317.8% | +609.6% | -291.8% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling