-25.6%
FIS vs GFI
+292.6%
-318.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.1% |
| 7D | -8.9% | -5.1% | -3.7% | -9.0% |
| 30D | -9.9% | +13.4% | -23.4% | -9.7% |
| 3M | 0.0% | +36.2% | -36.3% | +0.5% |
| 6M | -22.9% | -9.8% | -13.1% | -22.7% |
| YTD | -40.9% | +7.7% | -48.5% | -40.9% |
| 1Y | -40.4% | +27.2% | -67.6% | -40.7% |
| All | -25.6% | +292.6% | -318.2% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling