-40.9%
FIS vs GAP
+28.3%
-69.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.1% | -2.7% |
| 7D | -9.1% | -3.2% | -5.9% | -8.6% |
| 30D | -10.4% | -0.7% | -9.7% | -10.5% |
| 3M | -3.7% | -0.5% | -3.2% | -3.9% |
| 6M | -24.8% | -5.0% | -19.8% | -24.9% |
| YTD | -41.6% | -14.7% | -26.9% | -40.8% |
| 1Y | -42.7% | -8.6% | -34.1% | -42.8% |
| 3Y | -26.2% | +108.4% | -134.6% | -40.3% |
| 5Y | -66.1% | +5.8% | -71.9% | -70.6% |
| 10Y | -40.9% | +29.6% | -70.5% | -58.1% |
| All | -40.9% | +28.3% | -69.1% | -58.1% |
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 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