+436.6%
GE vs FIS
-62.1%
+498.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | -11.6% | -2.2% | -9.4% | -11.2% |
| 3M | +3.0% | +2.1% | +0.9% | +1.9% |
| 6M | -0.5% | -14.7% | +14.1% | +2.4% |
| YTD | +9.7% | -35.7% | +45.4% | +21.2% |
| 1Y | +20.0% | -37.1% | +57.1% | +32.9% |
| 3Y | +275.8% | -20.0% | +295.8% | +284.1% |
| All | +436.6% | -62.1% | +498.7% | +592.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling