+278.2%
GE vs FIS
-41.8%
+320.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +3.9% |
| 7D | +6.3% | -29.4% | +35.7% | +9.4% |
| 30D | +8.9% | -16.7% | +25.6% | +9.5% |
| 3M | -9.2% | -33.0% | +23.8% | -5.9% |
| 6M | +13.2% | -33.3% | +46.6% | +17.0% |
| YTD | +9.4% | -56.0% | +65.4% | +22.5% |
| 1Y | +9.8% | -54.6% | +64.4% | +21.9% |
| 3Y | +278.2% | -40.6% | +318.8% | +305.7% |
| All | +278.2% | -41.8% | +320.0% | +305.7% |
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