-54.5%
FIS vs GH
+481.7%
-536.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -0.9% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | -2.2% | -1.1% | -1.1% | -2.2% |
| 3M | +2.1% | +21.3% | -19.2% | -0.7% |
| 6M | -14.7% | +73.5% | -88.2% | -21.1% |
| YTD | -35.7% | +58.0% | -93.7% | -40.0% |
| 1Y | -37.1% | +163.1% | -200.1% | -45.3% |
| 3Y | -20.0% | +361.0% | -381.0% | -38.6% |
| 5Y | -62.1% | +22.5% | -84.7% | -67.6% |
| All | -54.5% | +481.7% | -536.2% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling