-22.8%
GIS vs FTI
+1,145.2%
-1,168.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.6% |
| 7D | -8.6% | -2.3% | -6.3% | -8.6% |
| 30D | -0.5% | +5.0% | -5.5% | -0.5% |
| 3M | +11.9% | +13.8% | -1.9% | +11.9% |
| 6M | -11.6% | +22.9% | -34.5% | -11.7% |
| YTD | -16.3% | +75.0% | -91.3% | -16.8% |
| 1Y | -21.8% | +96.9% | -118.6% | -22.3% |
| 3Y | -35.7% | +276.7% | -312.4% | -37.0% |
| All | -22.8% | +1,145.2% | -1,168.0% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling