-62.2%
FIS vs GEN
+24.6%
-86.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.5% |
| 30D | -2.2% | +10.1% | -12.4% | -5.6% |
| 3M | +2.1% | +16.1% | -13.9% | -3.2% |
| 6M | -14.7% | +38.9% | -53.5% | -24.6% |
| YTD | -35.7% | +14.4% | -50.1% | -39.2% |
| 1Y | -37.1% | +5.9% | -42.9% | -38.9% |
| 3Y | -20.0% | +58.8% | -78.8% | -33.7% |
| All | -62.2% | +24.6% | -86.8% | -67.6% |
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