-18.0%
GIS vs USFR
+4.0%
-22.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.7% |
| 7D | -7.8% | +0.1% | -7.9% | -8.5% |
| 30D | +6.6% | +0.3% | +6.3% | +2.7% |
| 3M | +21.0% | +1.0% | +20.0% | +6.3% |
| 6M | -9.1% | +1.9% | -11.0% | -29.0% |
| YTD | -13.6% | +2.6% | -16.2% | -37.0% |
| 1Y | -18.0% | +4.0% | -22.0% | -53.4% |
| All | -18.0% | +4.0% | -22.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling