+12.0%
GEHC vs FIS
-41.3%
+53.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -1.2% |
| 7D | -5.2% | -3.5% | -1.7% | -4.2% |
| 30D | -7.0% | -7.8% | +0.9% | -4.7% |
| 3M | +3.3% | +0.8% | +2.5% | +3.3% |
| 6M | -10.0% | -21.9% | +11.9% | -3.5% |
| YTD | -18.5% | -39.5% | +21.0% | -5.4% |
| 1Y | -14.4% | -41.0% | +26.6% | -0.1% |
| 3Y | +3.4% | -23.6% | +27.0% | +15.2% |
| All | +12.0% | -41.3% | +53.3% | +24.4% |
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 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