-54.5%
FIS vs GD
+190.6%
-245.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -25.5% | -5.0% | -20.5% | -23.3% |
| 30D | -15.1% | +8.9% | -24.0% | -18.2% |
| 3M | -32.1% | -8.0% | -24.1% | -29.1% |
| 6M | -36.1% | +2.9% | -39.0% | -36.9% |
| YTD | -55.4% | +7.1% | -62.5% | -57.1% |
| 1Y | -53.9% | +5.9% | -59.8% | -55.5% |
| 3Y | -39.8% | +53.9% | -93.6% | -52.7% |
| 5Y | -71.1% | +95.4% | -166.5% | -80.5% |
| All | -54.5% | +190.6% | -245.1% | -73.4% |
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