-40.6%
FIS vs GPN
+28.2%
-68.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -7.9% | -4.6% | -3.3% | -5.3% |
| 30D | -8.0% | -0.3% | -7.7% | -7.8% |
| 3M | +0.6% | +35.4% | -34.8% | -15.5% |
| 6M | -22.2% | +21.7% | -43.9% | -31.2% |
| YTD | -40.8% | +14.9% | -55.7% | -46.4% |
| 1Y | -41.5% | +3.2% | -44.7% | -44.0% |
| 3Y | -25.5% | -27.1% | +1.6% | -17.3% |
| 5Y | -64.8% | -44.4% | -20.4% | -54.1% |
| All | -40.6% | +28.2% | -68.7% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling