+185.7%
GS vs FIS
-62.1%
+247.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.9% | +1.1% | -0.1% | +0.6% |
| 30D | -1.6% | -2.2% | +0.6% | -1.1% |
| 3M | -4.5% | +2.1% | -6.6% | -5.9% |
| 6M | +20.9% | -14.7% | +35.5% | +25.1% |
| YTD | +19.9% | -35.7% | +55.6% | +35.7% |
| 1Y | +41.4% | -37.1% | +78.5% | +60.9% |
| 3Y | +239.2% | -20.0% | +259.2% | +255.0% |
| All | +185.7% | -62.1% | +247.9% | +265.9% |
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