-57.7%
FIS vs GFS
-3.7%
-54.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +1.1% | +1.0% | +0.1% | +1.0% |
| 30D | -2.2% | -8.6% | +6.4% | -1.3% |
| 3M | +2.1% | -46.5% | +48.7% | +9.7% |
| 6M | -14.7% | -4.8% | -9.8% | -17.7% |
| YTD | -35.7% | +29.7% | -65.4% | -42.2% |
| 1Y | -37.1% | +35.8% | -72.9% | -44.2% |
| 3Y | -20.0% | -18.3% | -1.7% | -23.9% |
| All | -57.7% | -3.7% | -54.0% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling