+643.2%
GEV vs FIS
-42.9%
+686.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.9% | +9.0% | +3.3% |
| 7D | +8.1% | -3.5% | +11.6% | +8.2% |
| 30D | -1.9% | -7.8% | +5.9% | -1.7% |
| 3M | +4.1% | +0.8% | +3.2% | +3.2% |
| 6M | +23.2% | -21.9% | +45.1% | +26.7% |
| YTD | +48.9% | -39.5% | +88.4% | +63.4% |
| 1Y | +62.2% | -41.0% | +103.2% | +79.3% |
| All | +643.2% | -42.9% | +686.1% | +714.4% |
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 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