-61.1%
FIS vs GFS
-2.1%
-59.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -8.9% | +3.2% | -12.1% | -9.3% |
| 30D | -9.9% | -9.6% | -0.4% | -8.9% |
| 3M | 0.0% | -38.5% | +38.5% | +5.3% |
| 6M | -22.9% | -1.3% | -21.6% | -26.1% |
| YTD | -40.9% | +31.8% | -72.7% | -46.9% |
| 1Y | -40.4% | +44.6% | -85.0% | -47.8% |
| 3Y | -25.4% | -20.6% | -4.7% | -28.3% |
| All | -61.1% | -2.1% | -59.0% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling