+77.9%
FIS vs GWRE
+736.4%
-658.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -8.9% | -30.9% | +22.0% | -0.1% |
| 30D | -9.9% | -20.7% | +10.8% | -5.0% |
| 3M | 0.0% | +20.2% | -20.2% | -6.2% |
| 6M | -22.9% | -11.9% | -11.0% | -22.3% |
| YTD | -40.9% | -30.3% | -10.6% | -37.0% |
| 1Y | -40.4% | -44.6% | +4.2% | -32.7% |
| 3Y | -25.4% | +48.8% | -74.2% | -38.4% |
| 5Y | -64.8% | +14.8% | -79.6% | -69.7% |
| 10Y | -40.2% | +128.1% | -168.2% | -57.0% |
| All | +77.9% | +736.4% | -658.4% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling