+44.2%
GEV vs FIS
-53.6%
+97.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.0% | -1.4% |
| 7D | +3.7% | +2.8% | +0.9% | +4.2% |
| 30D | -14.7% | -16.7% | +2.0% | -14.2% |
| 3M | -23.4% | -32.3% | +8.9% | -27.7% |
| 6M | -24.3% | -29.1% | +4.7% | -26.8% |
| YTD | +23.2% | -54.1% | +77.3% | +17.2% |
| 1Y | +44.2% | -53.7% | +98.0% | +36.5% |
| All | +44.2% | -53.6% | +97.8% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling