-37.4%
GIS vs FTI
+264.2%
-301.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -3.1% |
| 7D | -8.4% | -5.6% | -2.8% | -8.6% |
| 30D | -5.2% | +0.4% | -5.6% | -5.2% |
| 3M | +8.2% | +8.1% | +0.1% | +8.5% |
| 6M | -12.0% | +16.7% | -28.7% | -11.7% |
| YTD | -18.9% | +70.0% | -88.8% | -18.1% |
| 1Y | -23.6% | +85.4% | -109.1% | -22.8% |
| All | -37.4% | +264.2% | -301.6% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling