+242.4%
FIS vs GD
+1,541.0%
-1,298.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -2.6% | -21.1% | -22.5% |
| 7D | -18.4% | +3.0% | -21.4% | -19.2% |
| 30D | -11.4% | +10.5% | -21.9% | -15.0% |
| 3M | -32.0% | -5.0% | -27.0% | -30.3% |
| 6M | -35.6% | +5.5% | -41.1% | -37.1% |
| YTD | -53.8% | +10.3% | -64.1% | -56.0% |
| 1Y | -51.1% | +8.2% | -59.2% | -53.0% |
| 3Y | -37.9% | +59.0% | -96.9% | -50.5% |
| 5Y | -69.6% | +104.3% | -173.8% | -78.6% |
| 10Y | -52.2% | +202.4% | -254.6% | -72.6% |
| All | +242.4% | +1,541.0% | -1,298.6% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling