+232.7%
GLW vs FIS
-71.2%
+304.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.2% | -8.5% | -4.6% |
| 7D | +7.7% | +2.8% | +4.9% | +7.5% |
| 30D | -18.8% | -16.7% | -2.1% | -17.9% |
| 3M | -27.7% | -32.3% | +4.5% | -25.7% |
| 6M | -44.4% | -29.1% | -15.4% | -43.5% |
| YTD | +31.3% | -54.1% | +85.4% | +45.4% |
| 1Y | +40.0% | -53.7% | +93.8% | +54.8% |
| 3Y | +339.2% | -38.8% | +378.1% | +343.6% |
| All | +232.7% | -71.2% | +304.0% | +295.9% |
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