-5.0%
GIS vs FND
+66.0%
-71.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | -7.8% | -5.2% | -2.6% | -7.6% |
| 30D | +6.6% | -19.9% | +26.4% | +7.9% |
| 3M | +21.0% | +2.7% | +18.3% | +20.6% |
| 6M | -9.1% | -21.7% | +12.6% | -8.1% |
| YTD | -13.6% | -17.5% | +3.9% | -13.0% |
| 1Y | -18.0% | -39.3% | +21.3% | -16.2% |
| 3Y | -33.7% | -49.8% | +16.1% | -32.2% |
| 5Y | -19.4% | -60.1% | +40.6% | -17.5% |
| All | -5.0% | +66.0% | -71.0% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling