-71.4%
FIS vs GEN
+32.5%
-103.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.4% |
| 7D | -25.5% | +2.3% | -27.7% | -26.3% |
| 30D | -15.1% | +33.1% | -48.1% | -23.4% |
| 3M | -32.1% | +6.5% | -38.6% | -34.3% |
| 6M | -36.1% | +53.8% | -89.9% | -46.0% |
| YTD | -55.4% | +11.2% | -66.6% | -57.8% |
| 1Y | -53.9% | +19.4% | -73.3% | -57.5% |
| 3Y | -39.8% | +81.0% | -120.8% | -52.8% |
| All | -71.4% | +32.5% | -103.9% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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