-17.3%
GIS vs FN
+700.1%
-717.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.3% | +9.7% | +2.1% |
| 7D | -3.4% | +0.3% | -3.6% | -3.3% |
| 30D | +6.9% | -16.5% | +23.4% | +6.6% |
| 3M | -10.1% | -42.1% | +32.0% | -11.0% |
| 6M | +5.9% | -52.9% | +58.7% | +4.8% |
| YTD | -21.1% | -28.0% | +6.9% | -21.5% |
| 1Y | -22.5% | -18.5% | -4.0% | -22.9% |
| 3Y | -39.0% | +93.9% | -132.8% | -40.7% |
| 5Y | -33.3% | +170.5% | -203.8% | -37.0% |
| All | -17.3% | +700.1% | -717.4% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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