+627.7%
GEV vs FIS
-44.9%
+672.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.0% |
| 7D | +3.2% | -9.1% | +12.2% | +3.4% |
| 30D | -4.0% | -10.4% | +6.4% | -3.8% |
| 3M | +3.4% | -3.7% | +7.1% | +2.8% |
| 6M | +14.7% | -24.8% | +39.5% | +18.1% |
| YTD | +45.8% | -41.6% | +87.3% | +60.2% |
| 1Y | +57.4% | -42.7% | +100.1% | +73.8% |
| All | +627.7% | -44.9% | +672.5% | +698.1% |
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