+307.7%
GLW vs FIS
-39.8%
+347.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +2.3% |
| 7D | -13.9% | -25.5% | +11.5% | -16.9% |
| 30D | -35.0% | -15.1% | -19.9% | -35.4% |
| 3M | -32.4% | -32.1% | -0.2% | -35.1% |
| 6M | -41.3% | -36.1% | -5.3% | -43.0% |
| YTD | +21.8% | -55.4% | +77.2% | +24.9% |
| 1Y | +21.8% | -53.9% | +75.7% | +24.0% |
| 3Y | +307.7% | -39.8% | +347.4% | +262.2% |
| All | +307.7% | -39.8% | +347.5% | +262.2% |
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 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