-55.5%
FIS vs GD
+180.8%
-236.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | -27.4% | -1.9% | -25.5% | -26.5% |
| 30D | -16.8% | +10.9% | -27.8% | -20.7% |
| 3M | -32.6% | -6.8% | -25.9% | -30.1% |
| 6M | -33.4% | +7.0% | -40.4% | -35.6% |
| YTD | -56.0% | +11.1% | -67.2% | -58.6% |
| 1Y | -55.1% | +7.0% | -62.1% | -56.9% |
| 3Y | -41.4% | +59.9% | -101.3% | -55.0% |
| 5Y | -72.7% | +102.5% | -175.1% | -81.9% |
| 10Y | -55.5% | +174.0% | -229.5% | -74.6% |
| All | -55.5% | +180.8% | -236.3% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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