+76.2%
GIS vs FN
+2,575.5%
-2,499.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.2% | +15.9% | +1.7% |
| 7D | +9.4% | -16.0% | +25.4% | +9.4% |
| 30D | +15.5% | -40.1% | +55.6% | +15.6% |
| 3M | +3.4% | -43.9% | +47.3% | +3.5% |
| 6M | +9.4% | -55.6% | +65.0% | +9.7% |
| YTD | -16.2% | -35.7% | +19.5% | -16.7% |
| 1Y | -16.0% | -39.8% | +23.8% | -16.4% |
| 3Y | -35.8% | +80.3% | -116.0% | -39.1% |
| 5Y | -28.5% | +143.3% | -171.8% | -33.9% |
| 10Y | -11.3% | +682.3% | -693.6% | -24.4% |
| All | +76.2% | +2,575.5% | -2,499.3% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling