+1,324.9%
GS vs FIS
+236.8%
+1,088.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.1% | -5.8% |
| 7D | -6.3% | -21.2% | +14.8% | +1.8% |
| 30D | -3.1% | -12.1% | +8.9% | -0.4% |
| 3M | -17.7% | -30.6% | +13.0% | -5.6% |
| 6M | -4.6% | -35.5% | +30.9% | +11.4% |
| YTD | +0.3% | -54.4% | +54.7% | +37.4% |
| 1Y | +11.7% | -52.9% | +64.6% | +50.5% |
| 3Y | +183.6% | -38.7% | +222.2% | +225.7% |
| 5Y | +141.0% | -70.4% | +211.4% | +275.3% |
| 10Y | +507.4% | -52.8% | +560.2% | +619.5% |
| All | +1,324.9% | +236.8% | +1,088.1% | +514.8% |
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 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