-21.1%
GIS vs FTV
+80.7%
-101.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -6.4% | -4.0% | -2.4% | -5.9% |
| 30D | -6.1% | -11.0% | +4.9% | -4.7% |
| 3M | +7.8% | -8.4% | +16.2% | +9.0% |
| 6M | -8.8% | -2.6% | -6.2% | -8.6% |
| YTD | -19.1% | -0.6% | -18.5% | -19.3% |
| 1Y | -24.8% | +11.0% | -35.7% | -26.0% |
| 3Y | -37.6% | -6.3% | -31.2% | -37.8% |
| 5Y | -25.4% | -1.5% | -23.9% | -27.0% |
| All | -21.1% | +80.7% | -101.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling