-71.4%
FIS vs GPC
+3.6%
-74.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -25.5% | +1.6% | -27.0% | -25.9% |
| 30D | -15.1% | -2.1% | -13.0% | -14.7% |
| 3M | -32.1% | -6.8% | -25.3% | -30.8% |
| 6M | -36.1% | +18.6% | -54.7% | -39.4% |
| YTD | -55.4% | +2.7% | -58.1% | -56.5% |
| 1Y | -53.9% | +1.8% | -55.7% | -54.9% |
| 3Y | -39.8% | +1.1% | -40.8% | -43.0% |
| All | -71.4% | +3.6% | -74.9% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling