+231.1%
GM vs FIS
-39.8%
+270.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.7% |
| 7D | -2.4% | -7.9% | +5.5% | +1.2% |
| 30D | -1.1% | -8.0% | +6.9% | +2.4% |
| 3M | +6.1% | +0.6% | +5.5% | +4.8% |
| 6M | +15.0% | -22.2% | +37.2% | +26.5% |
| YTD | +6.0% | -40.8% | +46.8% | +32.1% |
| 1Y | +47.1% | -41.5% | +88.6% | +83.9% |
| 3Y | +170.5% | -25.5% | +196.0% | +189.9% |
| 5Y | +80.5% | -64.8% | +145.3% | +176.9% |
| All | +231.1% | -39.8% | +270.9% | +320.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling