+620.7%
GEV vs FIS
-39.3%
+660.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +3.3% | +1.1% | +2.2% | +3.3% |
| 30D | -7.5% | -2.2% | -5.2% | -7.4% |
| 3M | -2.2% | +2.1% | -4.3% | -2.6% |
| 6M | +12.1% | -14.7% | +26.8% | +14.4% |
| YTD | +44.4% | -35.7% | +80.1% | +58.3% |
| 1Y | +57.7% | -37.1% | +94.7% | +73.8% |
| All | +620.7% | -39.3% | +660.0% | +688.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling