-21.1%
GIS vs FIS
-39.8%
+18.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -7.9% | +1.5% | -5.3% |
| 30D | -6.1% | -8.0% | +1.9% | -5.0% |
| 3M | +7.8% | +0.6% | +7.2% | +7.8% |
| 6M | -8.8% | -22.2% | +13.4% | -5.9% |
| YTD | -19.1% | -40.8% | +21.7% | -13.7% |
| 1Y | -24.8% | -41.5% | +16.8% | -19.7% |
| 3Y | -37.6% | -25.5% | -12.1% | -35.7% |
| 5Y | -25.4% | -64.8% | +39.3% | -15.3% |
| All | -21.1% | -39.8% | +18.7% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling