-22.9%
GIS vs FTV
+1.8%
-24.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -8.6% | -1.3% | -7.3% | -8.5% |
| 30D | -0.5% | -9.5% | +9.1% | +0.5% |
| 3M | +11.9% | -10.9% | +22.8% | +13.0% |
| 6M | -11.6% | -0.6% | -11.0% | -11.6% |
| YTD | -16.3% | +1.4% | -17.7% | -16.6% |
| 1Y | -21.8% | +17.6% | -39.4% | -22.9% |
| 3Y | -35.7% | -3.3% | -32.4% | -36.1% |
| 5Y | -22.9% | -0.1% | -22.7% | -23.3% |
| All | -22.9% | +1.8% | -24.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling