-64.8%
FIS vs GPN
-46.4%
-18.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.3% |
| 7D | -8.9% | -3.5% | -5.4% | -7.1% |
| 30D | -9.9% | +3.1% | -13.0% | -11.3% |
| 3M | 0.0% | +42.3% | -42.3% | -17.0% |
| 6M | -22.9% | +20.9% | -43.8% | -30.8% |
| YTD | -40.9% | +15.2% | -56.1% | -46.0% |
| 1Y | -40.4% | +5.4% | -45.9% | -43.2% |
| 3Y | -25.4% | -27.4% | +2.0% | -14.8% |
| 5Y | -64.8% | -44.2% | -20.6% | -53.9% |
| All | -64.8% | -46.4% | -18.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling