-51.1%
FIS vs GAP
+10.4%
-61.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +8.0% | -31.7% | -24.0% |
| 7D | -18.4% | +8.0% | -26.4% | -18.8% |
| 30D | -11.4% | +2.7% | -14.1% | -11.3% |
| 3M | -32.0% | +16.0% | -48.0% | -33.0% |
| 6M | -35.6% | +2.0% | -37.6% | -36.3% |
| YTD | -53.8% | -4.4% | -49.4% | -54.0% |
| 1Y | -51.1% | +9.2% | -60.3% | -53.1% |
| All | -51.1% | +10.4% | -61.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling