-60.2%
FIS vs GFS
-3.9%
-56.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.9% |
| 7D | -3.5% | +2.6% | -6.1% | -3.8% |
| 30D | -7.8% | -16.4% | +8.6% | -5.9% |
| 3M | +0.8% | -41.6% | +42.4% | +7.0% |
| 6M | -21.9% | -3.7% | -18.2% | -24.9% |
| YTD | -39.5% | +29.3% | -68.8% | -45.6% |
| 1Y | -41.0% | +37.1% | -78.1% | -47.8% |
| 3Y | -23.6% | -22.1% | -1.5% | -26.4% |
| All | -60.2% | -3.9% | -56.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling