-17.3%
GIS vs FN
+850.1%
-867.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -0.9% |
| 7D | -4.6% | +8.0% | -12.6% | -4.2% |
| 30D | +6.6% | -19.1% | +25.8% | +6.4% |
| 3M | -8.1% | -29.8% | +21.7% | -8.4% |
| 6M | +4.9% | -43.2% | +48.1% | +4.4% |
| YTD | -21.4% | -18.9% | -2.4% | -21.4% |
| 1Y | -21.6% | -17.9% | -3.7% | -21.7% |
| 3Y | -39.3% | +120.1% | -159.4% | -40.8% |
| 5Y | -33.2% | +206.7% | -239.9% | -36.6% |
| 10Y | -17.3% | +804.7% | -822.0% | -27.7% |
| All | -17.3% | +850.1% | -867.4% | -27.7% |
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