-51.1%
FIS vs GPC
+6.5%
-57.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.7% | -25.4% | -24.0% |
| 7D | -18.4% | +4.1% | -22.5% | -19.2% |
| 30D | -11.4% | +0.1% | -11.5% | -11.6% |
| 3M | -32.0% | -3.9% | -28.1% | -31.4% |
| 6M | -35.6% | +24.4% | -60.0% | -37.3% |
| YTD | -53.8% | +5.7% | -59.5% | -57.1% |
| 1Y | -51.1% | +6.8% | -57.8% | -55.3% |
| All | -51.1% | +6.5% | -57.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling