-23.2%
GIS vs FTV
+89.3%
-112.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.3% | -0.4% | -7.9% | -8.2% |
| 30D | +2.2% | -8.3% | +10.5% | +3.3% |
| 3M | +15.7% | -7.4% | +23.1% | +16.8% |
| 6M | -12.0% | -1.2% | -10.8% | -12.0% |
| YTD | -15.0% | +2.7% | -17.7% | -15.5% |
| 1Y | -20.1% | +18.4% | -38.6% | -22.1% |
| 3Y | -34.6% | -2.0% | -32.6% | -35.3% |
| 5Y | -22.8% | +3.4% | -26.3% | -25.0% |
| 10Y | -18.5% | +78.5% | -97.0% | -31.8% |
| All | -23.2% | +89.3% | -112.6% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling