-40.4%
GIS vs FN
+111.9%
-152.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -2.5% |
| 7D | -8.1% | +20.8% | -28.8% | -5.8% |
| 30D | +5.3% | -17.3% | +22.6% | +4.2% |
| 3M | -10.5% | -38.1% | +27.6% | -13.5% |
| 6M | +1.8% | -44.2% | +46.0% | -1.4% |
| YTD | -22.9% | -22.3% | -0.7% | -22.3% |
| 1Y | -22.9% | -20.9% | -2.0% | -21.9% |
| All | -40.4% | +111.9% | -152.3% | -34.3% |
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