+139.3%
GS vs FIS
-71.2%
+210.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.2% |
| 7D | -3.2% | -25.5% | +22.3% | +2.3% |
| 30D | -2.4% | -15.1% | +12.6% | -0.6% |
| 3M | -15.7% | -32.1% | +16.4% | -9.0% |
| 6M | -6.8% | -36.1% | +29.3% | +1.6% |
| YTD | -0.1% | -55.4% | +55.3% | +21.8% |
| 1Y | +12.1% | -53.9% | +66.0% | +35.1% |
| 3Y | +185.8% | -39.8% | +225.5% | +214.1% |
| All | +139.3% | -71.2% | +210.5% | +227.8% |
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