+52.6%
GM vs FIS
-37.2%
+89.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +1.9% | +1.1% | +0.9% | +1.8% |
| 30D | -1.4% | -2.2% | +0.9% | -1.1% |
| 3M | +5.9% | +2.1% | +3.8% | +5.5% |
| 6M | +12.4% | -14.7% | +27.1% | +15.6% |
| YTD | +8.6% | -35.7% | +44.3% | +23.1% |
| 1Y | +52.6% | -37.1% | +89.7% | +73.4% |
| All | +52.6% | -37.2% | +89.8% | +73.4% |
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 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