-71.0%
FIS vs GFS
-9.0%
-62.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.1% |
| 7D | -3.5% | +17.2% | -20.7% | -5.3% |
| 30D | -19.4% | -8.7% | -10.7% | -18.7% |
| 3M | -31.6% | -19.7% | -11.9% | -30.1% |
| 6M | -32.5% | -40.7% | +8.2% | -29.5% |
| YTD | -56.0% | +22.5% | -78.5% | -60.3% |
| 1Y | -55.5% | +25.2% | -80.8% | -60.1% |
| 3Y | -41.3% | -17.7% | -23.6% | -44.7% |
| 5Y | -72.3% | -23.5% | -48.7% | -74.7% |
| All | -71.0% | -9.0% | -62.0% | -73.5% |
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