-39.8%
FIS vs GPC
+1.0%
-40.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -25.5% | +1.6% | -27.0% | -25.8% |
| 30D | -15.1% | -2.1% | -13.0% | -14.8% |
| 3M | -32.1% | -6.8% | -25.3% | -31.0% |
| 6M | -36.1% | +18.6% | -54.7% | -38.5% |
| YTD | -55.4% | +2.7% | -58.1% | -56.3% |
| 1Y | -53.9% | +1.8% | -55.7% | -54.8% |
| 3Y | -39.8% | +1.1% | -40.8% | -41.8% |
| All | -39.8% | +1.0% | -40.7% | -41.8% |
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