+238.7%
GM vs FIS
+93.7%
+145.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | +0.6% |
| 7D | +0.4% | -3.5% | +3.8% | +2.0% |
| 30D | -1.8% | -7.8% | +6.0% | +1.9% |
| 3M | +2.6% | +0.8% | +1.8% | +1.2% |
| 6M | +14.6% | -21.9% | +36.5% | +26.8% |
| YTD | +6.2% | -39.5% | +45.7% | +33.1% |
| 1Y | +48.7% | -41.0% | +89.7% | +88.1% |
| 3Y | +168.3% | -23.6% | +191.9% | +185.9% |
| 5Y | +82.8% | -65.6% | +148.4% | +188.8% |
| 10Y | +226.2% | -40.2% | +266.4% | +255.3% |
| All | +238.7% | +93.7% | +145.0% | +51.7% |
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