-42.7%
FIS vs GFS
+39.8%
-82.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.2% |
| 7D | -9.1% | +4.5% | -13.6% | -8.7% |
| 30D | -10.4% | -8.2% | -2.3% | -11.1% |
| 3M | -3.7% | -38.9% | +35.2% | -7.1% |
| 6M | -24.8% | -2.9% | -21.9% | -27.3% |
| YTD | -41.6% | +31.8% | -73.3% | -45.1% |
| 1Y | -42.7% | +43.1% | -85.9% | -46.9% |
| All | -42.7% | +39.8% | -82.5% | -46.9% |
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