-33.8%
GIS vs FTV
+17.3%
-51.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | +3.9% | -7.3% | -3.7% |
| 30D | +6.9% | +18.7% | -11.8% | +5.1% |
| 3M | -10.1% | +10.0% | -20.1% | -11.1% |
| 6M | +5.9% | +14.6% | -8.7% | +4.3% |
| YTD | -21.1% | +23.4% | -44.5% | -22.9% |
| 1Y | -22.5% | +31.3% | -53.8% | -24.5% |
| 3Y | -39.0% | +39.8% | -78.8% | -41.5% |
| All | -33.8% | +17.3% | -51.2% | -34.8% |
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