+154.0%
GE vs FIS
+224.4%
-70.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +5.4% | -27.4% | +32.8% | +16.7% |
| 30D | +9.6% | -16.8% | +26.5% | +14.8% |
| 3M | -7.7% | -32.6% | +24.9% | +4.5% |
| 6M | +14.0% | -33.4% | +47.4% | +28.6% |
| YTD | +10.2% | -56.0% | +66.2% | +45.1% |
| 1Y | +8.9% | -55.1% | +64.0% | +42.0% |
| 3Y | +273.7% | -41.4% | +315.1% | +324.1% |
| 5Y | +410.2% | -72.7% | +482.9% | +657.8% |
| 10Y | +157.4% | -55.5% | +212.9% | +206.3% |
| All | +154.0% | +224.4% | -70.4% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling