+212.6%
GLW vs FIS
-71.2%
+283.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +2.8% |
| 7D | -13.9% | -25.5% | +11.5% | -12.2% |
| 30D | -35.0% | -15.1% | -19.9% | -34.3% |
| 3M | -32.4% | -32.1% | -0.2% | -30.6% |
| 6M | -41.3% | -36.1% | -5.3% | -39.5% |
| YTD | +21.8% | -55.4% | +77.2% | +35.2% |
| 1Y | +21.8% | -53.9% | +75.7% | +34.1% |
| 3Y | +307.7% | -39.8% | +347.4% | +311.3% |
| All | +212.6% | -71.2% | +283.8% | +269.6% |
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