-33.2%
GIS vs FIS
-70.7%
+37.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -1.7% |
| 7D | -4.6% | +1.5% | -6.1% | -4.7% |
| 30D | +6.6% | -11.8% | +18.4% | +7.0% |
| 3M | -8.1% | -28.5% | +20.4% | -5.7% |
| 6M | +4.9% | -27.0% | +32.0% | +7.4% |
| YTD | -21.4% | -53.1% | +31.7% | -16.7% |
| 1Y | -21.6% | -52.8% | +31.1% | -17.1% |
| 3Y | -39.3% | -37.5% | -1.8% | -36.6% |
| 5Y | -33.2% | -71.1% | +37.9% | -26.2% |
| All | -33.2% | -70.7% | +37.6% | -26.2% |
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 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