+376.5%
FIS vs GAP
+29.5%
+347.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.1% | -4.5% | +5.6% | +2.0% |
| 30D | -2.2% | +9.0% | -11.3% | -4.1% |
| 3M | +2.1% | +5.0% | -2.9% | +0.8% |
| 6M | -14.7% | -17.8% | +3.1% | -12.5% |
| YTD | -35.7% | -10.4% | -25.3% | -35.3% |
| 1Y | -37.1% | -3.4% | -33.7% | -38.0% |
| 3Y | -20.0% | +111.5% | -131.5% | -38.3% |
| 5Y | -62.1% | +8.8% | -70.9% | -68.0% |
| 10Y | -37.4% | +32.9% | -70.3% | -57.5% |
| All | +376.5% | +29.5% | +347.0% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling