+5.0%
GIS vs FN
-52.0%
+56.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.3% | -0.5% |
| 7D | +3.6% | 0.0% | +3.6% | +4.2% |
| 30D | +13.9% | -34.3% | +48.2% | +7.9% |
| 3M | +0.3% | -39.9% | +40.2% | -5.1% |
| 6M | +5.0% | -51.8% | +56.8% | -3.0% |
| All | +5.0% | -52.0% | +56.9% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling