-35.4%
GIS vs FIS
-26.4%
-9.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.9% |
| 7D | -8.6% | -9.1% | +0.5% | -7.0% |
| 30D | -0.5% | -10.4% | +10.0% | +1.6% |
| 3M | +11.9% | -3.7% | +15.6% | +12.9% |
| 6M | -11.6% | -24.8% | +13.2% | -8.0% |
| YTD | -16.3% | -41.6% | +25.2% | -9.8% |
| 1Y | -21.8% | -42.7% | +21.0% | -15.5% |
| All | -35.4% | -26.4% | -9.0% | -30.0% |
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