+292.3%
GIS vs FTI
+2,117.5%
-1,825.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | +2.2% | +12.3% | -10.2% | +1.5% |
| 3M | +15.7% | +13.8% | +1.9% | +14.7% |
| 6M | -12.0% | +24.3% | -36.3% | -13.2% |
| YTD | -15.0% | +75.8% | -90.7% | -17.9% |
| 1Y | -20.1% | +99.6% | -119.8% | -23.5% |
| 3Y | -34.6% | +278.4% | -313.0% | -40.3% |
| 5Y | -22.8% | +1,168.7% | -1,191.5% | -35.9% |
| 10Y | -18.5% | +297.5% | -316.0% | -29.3% |
| All | +292.3% | +2,117.5% | -1,825.2% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling