-52.0%
FIS vs GAP
+7.3%
-59.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.0% | +8.7% | +7.0% |
| 7D | +1.5% | -9.3% | +10.9% | +3.1% |
| 30D | -11.8% | -5.5% | -6.3% | -11.5% |
| 3M | -28.5% | +3.5% | -32.0% | -29.5% |
| 6M | -27.0% | +0.7% | -27.7% | -28.1% |
| YTD | -53.1% | -13.4% | -39.7% | -52.9% |
| 1Y | -52.8% | -7.7% | -45.1% | -53.1% |
| 3Y | -37.5% | +74.4% | -111.9% | -48.0% |
| 5Y | -71.1% | +5.3% | -76.4% | -75.0% |
| 10Y | -52.0% | +4.7% | -56.7% | -66.5% |
| All | -52.0% | +7.3% | -59.3% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling