-51.1%
FIS vs GFI
+6.9%
-58.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.3% | -30.0% | -23.1% |
| 7D | -18.4% | +1.4% | -19.9% | -18.0% |
| 30D | -11.4% | +3.0% | -14.3% | -10.9% |
| 3M | -32.0% | +10.2% | -42.2% | -31.1% |
| 6M | -35.6% | -10.1% | -25.5% | -35.4% |
| YTD | -53.8% | -11.4% | -42.4% | -54.4% |
| 1Y | -51.1% | +8.4% | -59.5% | -53.0% |
| All | -51.1% | +6.9% | -58.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling