+18.4%
GE vs FIS
-42.9%
+61.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.9% |
| 7D | -1.2% | -9.1% | +7.8% | -1.5% |
| 30D | -11.3% | -10.4% | -0.8% | -11.5% |
| 3M | -1.4% | -3.7% | +2.3% | -1.8% |
| 6M | +1.2% | -24.8% | +26.0% | -0.1% |
| YTD | +5.9% | -41.6% | +47.5% | +0.5% |
| 1Y | +18.4% | -42.7% | +61.1% | +12.0% |
| All | +18.4% | -42.9% | +61.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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