-51.1%
FIS vs GH
+80.5%
-131.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.7% | -20.0% | -23.5% |
| 7D | -18.4% | -7.7% | -10.7% | -18.1% |
| 30D | -11.4% | -10.0% | -1.4% | -10.9% |
| 3M | -32.0% | +5.5% | -37.5% | -32.2% |
| 6M | -35.6% | +84.9% | -120.5% | -39.4% |
| YTD | -53.8% | +65.0% | -118.8% | -56.1% |
| 1Y | -51.1% | +71.8% | -122.8% | -53.5% |
| All | -51.1% | +80.5% | -131.6% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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