-52.8%
FIS vs GPC
+2.0%
-54.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.9% |
| 7D | +1.5% | -2.1% | +3.6% | +1.9% |
| 30D | -11.8% | -4.5% | -7.3% | -11.1% |
| 3M | -28.5% | -7.7% | -20.9% | -27.4% |
| 6M | -27.0% | +24.3% | -51.3% | -28.7% |
| YTD | -53.1% | +3.5% | -56.6% | -56.3% |
| 1Y | -52.8% | +0.7% | -53.5% | -55.7% |
| All | -52.8% | +2.0% | -54.8% | -55.7% |
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