-11.0%
GIS vs FND
+56.5%
-67.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -6.4% | -5.8% | -0.6% | -6.0% |
| 30D | -6.1% | -20.2% | +14.1% | -4.9% |
| 3M | +7.8% | -12.0% | +19.8% | +8.5% |
| 6M | -8.8% | -18.5% | +9.7% | -8.0% |
| YTD | -19.1% | -22.3% | +3.1% | -18.3% |
| 1Y | -24.8% | -47.6% | +22.9% | -22.5% |
| 3Y | -37.6% | -49.8% | +12.2% | -36.1% |
| 5Y | -25.4% | -63.0% | +37.5% | -23.3% |
| All | -11.0% | +56.5% | -67.5% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling