-37.6%
GIS vs GFS
-19.7%
-17.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.2% |
| 7D | -6.4% | +3.8% | -10.2% | -6.2% |
| 30D | -6.1% | -11.7% | +5.6% | -6.5% |
| 3M | +7.8% | -41.8% | +49.6% | +6.1% |
| 6M | -8.8% | +6.6% | -15.4% | -10.2% |
| YTD | -19.1% | +34.6% | -53.8% | -20.3% |
| 1Y | -24.8% | +46.2% | -70.9% | -26.0% |
| 3Y | -37.6% | -20.3% | -17.2% | -39.7% |
| All | -37.6% | -19.7% | -17.8% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling