-38.4%
FIS vs GD
+55.3%
-93.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.3% |
| 7D | -21.2% | -3.9% | -17.3% | -19.6% |
| 30D | -12.1% | +8.1% | -20.1% | -14.0% |
| 3M | -30.6% | -6.8% | -23.8% | -28.6% |
| 6M | -35.5% | +3.0% | -38.5% | -36.0% |
| YTD | -54.4% | +7.8% | -62.1% | -55.5% |
| 1Y | -52.9% | +5.8% | -58.7% | -53.8% |
| All | -38.4% | +55.3% | -93.7% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling