-58.2%
FIS vs GH
+473.1%
-531.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -8.9% | -1.2% | -7.6% | -8.8% |
| 30D | -9.9% | -3.7% | -6.2% | -9.6% |
| 3M | 0.0% | +21.7% | -21.7% | -2.9% |
| 6M | -22.9% | +75.7% | -98.6% | -28.8% |
| YTD | -40.9% | +55.7% | -96.6% | -44.7% |
| 1Y | -40.4% | +181.1% | -221.6% | -48.7% |
| 3Y | -25.4% | +371.6% | -397.0% | -42.9% |
| 5Y | -64.8% | +23.2% | -88.0% | -69.9% |
| All | -58.2% | +473.1% | -531.3% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling