-26.5%
FIS vs GH
+378.9%
-405.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.5% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -10.4% | -2.6% | -7.8% | -10.3% |
| 3M | -3.7% | +25.1% | -28.8% | -5.5% |
| 6M | -24.8% | +78.5% | -103.3% | -28.3% |
| YTD | -41.6% | +59.4% | -100.9% | -43.9% |
| 1Y | -42.7% | +173.9% | -216.6% | -47.4% |
| All | -26.5% | +378.9% | -405.4% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling