-33.5%
GIS vs FN
+158.4%
-191.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.1% |
| 7D | -7.8% | -1.7% | -6.2% | -8.0% |
| 30D | +6.6% | -22.0% | +28.6% | +4.4% |
| 3M | +21.0% | -43.0% | +64.0% | +15.9% |
| 6M | -9.1% | -27.7% | +18.7% | -10.3% |
| YTD | -13.6% | -10.5% | -3.1% | -12.6% |
| 1Y | -18.0% | +12.5% | -30.5% | -14.9% |
| All | -33.5% | +158.4% | -191.9% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling