-26.8%
GIS vs GFS
-3.9%
-22.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.3% | +2.6% | -10.9% | -8.2% |
| 30D | +2.2% | -16.4% | +18.6% | +1.7% |
| 3M | +15.7% | -41.6% | +57.3% | +14.4% |
| 6M | -12.0% | -3.7% | -8.3% | -12.8% |
| YTD | -15.0% | +29.3% | -44.3% | -15.6% |
| 1Y | -20.1% | +37.1% | -57.2% | -20.7% |
| 3Y | -34.6% | -22.1% | -12.5% | -35.3% |
| All | -26.8% | -3.9% | -22.8% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling