-18.0%
GIS vs FTI
+108.8%
-126.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -7.8% | +5.3% | -13.1% | -7.4% |
| 30D | +6.6% | +15.3% | -8.8% | +8.0% |
| 3M | +21.0% | +15.8% | +5.2% | +22.7% |
| 6M | -9.1% | +22.6% | -31.6% | -8.2% |
| YTD | -13.6% | +79.5% | -93.2% | -12.0% |
| 1Y | -18.0% | +102.0% | -120.0% | -15.8% |
| All | -18.0% | +108.8% | -126.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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