-18.5%
FIS vs GD
+68.4%
-86.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.4% |
| 7D | +1.1% | -5.3% | +6.3% | +2.7% |
| 30D | -2.2% | -6.4% | +4.2% | -0.3% |
| 3M | +2.1% | +5.7% | -3.6% | +0.2% |
| 6M | -14.7% | -0.9% | -13.7% | -14.6% |
| YTD | -35.7% | +8.2% | -43.9% | -37.4% |
| 1Y | -37.1% | +13.4% | -50.5% | -39.7% |
| All | -18.5% | +68.4% | -86.9% | -24.4% |
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 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