-19.4%
GIS vs FPS
+24.3%
-43.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -1.2% |
| 7D | -8.3% | +10.4% | -18.7% | -7.1% |
| 30D | +2.2% | -16.5% | +18.7% | +0.2% |
| 3M | +15.7% | -45.5% | +61.2% | +9.5% |
| 6M | -12.0% | +2.1% | -14.1% | -14.5% |
| All | -19.4% | +24.3% | -43.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling