+225.8%
FIS vs GAP
+27.7%
+198.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -27.4% | -0.1% | -27.3% | -27.8% |
| 30D | -16.8% | -5.4% | -11.4% | -16.4% |
| 3M | -32.6% | +2.9% | -35.5% | -33.7% |
| 6M | -33.4% | -4.4% | -29.0% | -33.9% |
| YTD | -56.0% | -11.6% | -44.5% | -56.0% |
| 1Y | -55.1% | -6.0% | -49.0% | -55.7% |
| 3Y | -41.4% | +78.0% | -119.4% | -53.2% |
| 5Y | -72.7% | +8.5% | -81.1% | -77.0% |
| 10Y | -55.5% | +8.6% | -64.1% | -68.2% |
| All | +225.8% | +27.7% | +198.0% | +66.2% |
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 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