-40.6%
FIS vs GWRE
+131.0%
-171.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -7.9% | -13.2% | +5.3% | -3.8% |
| 30D | -8.0% | -18.6% | +10.6% | -3.0% |
| 3M | +0.6% | +18.9% | -18.3% | -6.5% |
| 6M | -22.2% | -11.0% | -11.3% | -21.9% |
| YTD | -40.8% | -29.9% | -10.9% | -36.4% |
| 1Y | -41.5% | -44.3% | +2.8% | -32.7% |
| 3Y | -25.5% | +51.7% | -77.2% | -42.7% |
| 5Y | -64.8% | +15.4% | -80.2% | -71.2% |
| All | -40.6% | +131.0% | -171.5% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling