+333.1%
FIS vs GFI
+1,866.4%
-1,533.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -9.1% | +4.7% | -13.8% | -9.3% |
| 30D | -10.4% | +14.4% | -24.9% | -11.1% |
| 3M | -3.7% | +32.5% | -36.2% | -5.2% |
| 6M | -24.8% | -7.2% | -17.6% | -24.8% |
| YTD | -41.6% | +10.9% | -52.4% | -42.3% |
| 1Y | -42.7% | +35.5% | -78.2% | -44.2% |
| 3Y | -26.2% | +312.1% | -338.4% | -33.2% |
| 5Y | -66.1% | +524.6% | -590.7% | -70.4% |
| 10Y | -40.9% | +1,092.7% | -1,133.6% | -52.0% |
| All | +333.1% | +1,866.4% | -1,533.3% | +291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling