+284.1%
GE vs FIS
-18.3%
+302.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | -11.6% | -2.2% | -9.4% | -11.3% |
| 3M | +3.0% | +2.1% | +0.9% | +2.1% |
| 6M | -0.5% | -14.7% | +14.1% | +2.0% |
| YTD | +9.7% | -35.7% | +45.4% | +20.2% |
| 1Y | +20.0% | -37.1% | +57.1% | +32.0% |
| All | +284.1% | -18.3% | +302.4% | +266.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling