-41.3%
FIS vs GFS
-16.8%
-24.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.1% |
| 7D | -3.5% | +17.2% | -20.7% | -3.8% |
| 30D | -19.4% | -8.7% | -10.7% | -19.4% |
| 3M | -31.6% | -19.7% | -11.9% | -31.4% |
| 6M | -32.5% | -40.7% | +8.2% | -32.1% |
| YTD | -56.0% | +22.5% | -78.5% | -59.1% |
| 1Y | -55.5% | +25.2% | -80.8% | -58.9% |
| All | -41.3% | -16.8% | -24.5% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling