-51.1%
FIS vs GFS
+15.5%
-66.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -5.9% | -17.7% | -24.2% |
| 7D | -18.4% | -12.5% | -5.9% | -19.7% |
| 30D | -11.4% | -16.9% | +5.6% | -13.2% |
| 3M | -32.0% | -22.3% | -9.7% | -33.7% |
| 6M | -35.6% | -40.2% | +4.6% | -38.8% |
| YTD | -53.8% | +16.0% | -69.8% | -56.2% |
| 1Y | -51.1% | +17.7% | -68.7% | -54.0% |
| All | -51.1% | +15.5% | -66.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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