+514.9%
GEV vs FIS
-56.7%
+571.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.0% | -2.1% |
| 7D | +3.7% | +2.8% | +0.9% | +3.6% |
| 30D | -14.7% | -16.7% | +2.0% | -13.4% |
| 3M | -23.4% | -32.3% | +8.9% | -21.9% |
| 6M | -24.3% | -29.1% | +4.7% | -23.0% |
| YTD | +23.2% | -54.1% | +77.3% | +37.6% |
| 1Y | +44.2% | -53.7% | +98.0% | +60.6% |
| All | +514.9% | -56.7% | +571.6% | +585.6% |
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