-62.2%
FIS vs GD
+97.9%
-160.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.2% |
| 7D | +1.1% | -5.3% | +6.3% | +3.2% |
| 30D | -2.2% | -6.4% | +4.2% | +0.3% |
| 3M | +2.1% | +5.7% | -3.6% | -0.3% |
| 6M | -14.7% | -0.9% | -13.7% | -14.7% |
| YTD | -35.7% | +8.2% | -43.9% | -38.1% |
| 1Y | -37.1% | +13.4% | -50.5% | -40.6% |
| 3Y | -20.0% | +68.5% | -88.5% | -37.4% |
| All | -62.2% | +97.9% | -160.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling