-51.1%
FIS vs GWRE
-24.5%
-26.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.9% | -29.6% | -25.1% |
| 7D | -18.4% | +2.2% | -20.6% | -19.2% |
| 30D | -11.4% | +4.5% | -15.9% | -12.9% |
| 3M | -32.0% | +6.4% | -38.4% | -34.9% |
| 6M | -35.6% | +18.8% | -54.4% | -41.3% |
| YTD | -53.8% | -15.1% | -38.7% | -56.7% |
| 1Y | -51.1% | -23.4% | -27.7% | -53.7% |
| All | -51.1% | -24.5% | -26.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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