+134.7%
GLW vs FIS
-42.9%
+177.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | -0.8% |
| 7D | +16.9% | -9.1% | +26.0% | +10.1% |
| 30D | +7.0% | -10.4% | +17.4% | +0.3% |
| 3M | -3.0% | -3.7% | +0.7% | -3.2% |
| 6M | +31.0% | -24.8% | +55.8% | +21.1% |
| YTD | +93.4% | -41.6% | +135.0% | +72.3% |
| 1Y | +134.7% | -42.7% | +177.5% | +108.3% |
| All | +134.7% | -42.9% | +177.6% | +108.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling