+376.5%
FIS vs GPC
+960.1%
-583.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | +1.1% | +1.2% | -0.1% | +0.5% |
| 30D | -2.2% | +6.0% | -8.2% | -5.0% |
| 3M | +2.1% | +42.6% | -40.5% | -14.7% |
| 6M | -14.7% | +22.8% | -37.4% | -23.8% |
| YTD | -35.7% | +15.5% | -51.2% | -41.7% |
| 1Y | -37.1% | +2.0% | -39.1% | -39.3% |
| 3Y | -20.0% | -1.4% | -18.6% | -25.1% |
| 5Y | -62.1% | +30.6% | -92.7% | -70.3% |
| 10Y | -37.4% | +80.6% | -118.0% | -62.0% |
| All | +376.5% | +960.1% | -583.6% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling