+262.6%
GIS vs FIS
+238.5%
+24.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.8% |
| 7D | -3.4% | +2.8% | -6.2% | -3.8% |
| 30D | +6.9% | -16.7% | +23.6% | +8.9% |
| 3M | -10.1% | -32.3% | +22.2% | -5.7% |
| 6M | +5.9% | -29.1% | +34.9% | +10.3% |
| YTD | -21.1% | -54.1% | +33.0% | -12.8% |
| 1Y | -22.5% | -53.7% | +31.2% | -14.5% |
| 3Y | -39.0% | -38.8% | -0.1% | -35.8% |
| 5Y | -33.3% | -71.1% | +37.8% | -23.4% |
| 10Y | -17.0% | -53.1% | +36.0% | -13.4% |
| All | +262.6% | +238.5% | +24.1% | +197.1% |
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 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