-30.4%
GIS vs FN
+170.4%
-200.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.3% | -1.6% |
| 7D | +3.6% | 0.0% | +3.6% | +3.9% |
| 30D | +13.9% | -34.3% | +48.2% | +11.0% |
| 3M | +0.3% | -39.9% | +40.2% | -2.5% |
| 6M | +5.0% | -51.8% | +56.8% | +1.4% |
| YTD | -18.4% | -28.1% | +9.8% | -18.7% |
| 1Y | -17.4% | -29.1% | +11.6% | -17.6% |
| 3Y | -36.9% | +102.4% | -139.4% | -34.3% |
| All | -30.4% | +170.4% | -200.7% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling