-71.1%
FIS vs GH
+48.9%
-120.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | +1.5% | -8.2% | +9.7% | +2.4% |
| 30D | -11.8% | -4.9% | -6.9% | -11.4% |
| 3M | -28.5% | -6.2% | -22.3% | -28.2% |
| 6M | -27.0% | +60.0% | -87.1% | -31.7% |
| YTD | -53.1% | +51.5% | -104.6% | -56.0% |
| 1Y | -52.8% | +58.4% | -111.2% | -56.0% |
| 3Y | -37.5% | +617.2% | -654.7% | -55.2% |
| 5Y | -71.1% | +47.0% | -118.1% | -76.2% |
| All | -71.1% | +48.9% | -120.0% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling