-25.6%
FIS vs GPN
-27.4%
+1.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | -8.9% | -3.5% | -5.4% | -7.7% |
| 30D | -9.9% | +3.1% | -13.0% | -10.8% |
| 3M | 0.0% | +42.3% | -42.3% | -10.6% |
| 6M | -22.9% | +20.9% | -43.8% | -27.7% |
| YTD | -40.9% | +15.2% | -56.1% | -44.0% |
| 1Y | -40.4% | +5.4% | -45.9% | -42.2% |
| All | -25.6% | -27.4% | +1.8% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling