-30.3%
GIS vs GFS
0.0%
-30.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.2% |
| 7D | -6.4% | +3.8% | -10.2% | -6.3% |
| 30D | -6.1% | -11.7% | +5.6% | -6.4% |
| 3M | +7.8% | -41.8% | +49.6% | +6.7% |
| 6M | -8.8% | +6.6% | -15.4% | -9.5% |
| YTD | -19.1% | +34.6% | -53.8% | -19.6% |
| 1Y | -24.8% | +46.2% | -70.9% | -25.2% |
| 3Y | -37.6% | -20.3% | -17.2% | -38.2% |
| All | -30.3% | 0.0% | -30.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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