-41.3%
FIS vs GPC
-0.2%
-41.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.0% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | -19.4% | -6.0% | -13.4% | -18.4% |
| 3M | -31.6% | -7.6% | -23.9% | -30.3% |
| 6M | -32.5% | +24.2% | -56.8% | -35.8% |
| YTD | -56.0% | +2.7% | -58.7% | -56.9% |
| 1Y | -55.5% | +0.2% | -55.7% | -56.2% |
| All | -41.3% | -0.2% | -41.1% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling