+1,712.4%
GLW vs FIS
+374.5%
+1,337.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | -1.3% | -2.2% | +0.9% | -1.0% |
| 3M | -21.8% | +2.1% | -23.9% | -24.5% |
| 6M | +6.9% | -14.7% | +21.6% | +9.5% |
| YTD | +77.2% | -35.7% | +112.9% | +103.8% |
| 1Y | +123.2% | -37.1% | +160.3% | +157.7% |
| 3Y | +400.0% | -20.0% | +420.0% | +400.9% |
| 5Y | +342.8% | -62.1% | +404.9% | +490.4% |
| 10Y | +771.4% | -37.4% | +808.8% | +801.6% |
| All | +1,712.4% | +374.5% | +1,337.9% | +500.4% |
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