-37.1%
FIS vs GD
+188.9%
-226.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.1% |
| 7D | +1.1% | -5.3% | +6.3% | +3.7% |
| 30D | -2.2% | -6.4% | +4.2% | +0.9% |
| 3M | +2.1% | +5.7% | -3.6% | -0.9% |
| 6M | -14.7% | -0.9% | -13.7% | -14.8% |
| YTD | -35.7% | +8.2% | -43.9% | -38.7% |
| 1Y | -37.1% | +13.4% | -50.5% | -41.6% |
| 3Y | -20.0% | +68.5% | -88.5% | -40.8% |
| 5Y | -62.1% | +97.2% | -159.3% | -74.6% |
| All | -37.1% | +188.9% | -226.0% | -66.6% |
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