-17.4%
GIS vs FND
-10.3%
-7.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.9% | -5.7% | +3.3% |
| 7D | +8.5% | +12.3% | -3.9% | +6.1% |
| 30D | +15.3% | +14.7% | +0.6% | +12.4% |
| 3M | +0.9% | -12.0% | +13.0% | +1.8% |
| 6M | +7.9% | +10.8% | -2.8% | +5.6% |
| YTD | -17.6% | -12.3% | -5.3% | -17.4% |
| 1Y | -17.4% | -13.4% | -4.0% | -17.2% |
| All | -17.4% | -10.3% | -7.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling