-23.6%
FIS vs GAP
+113.8%
-137.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.9% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | -7.8% | +9.3% | -17.2% | -8.8% |
| 3M | +0.8% | +6.1% | -5.3% | 0.0% |
| 6M | -21.9% | -2.3% | -19.6% | -22.3% |
| YTD | -39.5% | -10.6% | -28.9% | -39.3% |
| 1Y | -41.0% | -4.4% | -36.5% | -41.3% |
| 3Y | -23.6% | +118.3% | -141.9% | -32.2% |
| All | -23.6% | +113.8% | -137.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling