-65.6%
FIS vs GAP
+9.4%
-75.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.9% |
| 7D | -3.5% | +1.7% | -5.2% | -3.7% |
| 30D | -7.8% | +9.3% | -17.2% | -9.3% |
| 3M | +0.8% | +6.1% | -5.3% | -0.3% |
| 6M | -21.9% | -2.3% | -19.6% | -22.4% |
| YTD | -39.5% | -10.6% | -28.9% | -39.2% |
| 1Y | -41.0% | -4.4% | -36.5% | -41.5% |
| 3Y | -23.6% | +118.3% | -141.9% | -39.8% |
| 5Y | -65.6% | +12.2% | -77.8% | -72.1% |
| All | -65.6% | +9.4% | -75.0% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling