+2.0%
FISV vs GAP
+31.2%
-29.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +5.0% |
| 7D | -2.7% | -4.1% | +1.4% | -2.0% |
| 30D | 0.0% | +6.2% | -6.2% | -1.1% |
| 3M | -2.8% | -0.7% | -2.1% | -2.9% |
| 6M | -11.8% | -7.1% | -4.7% | -11.5% |
| YTD | -23.2% | -14.1% | -9.1% | -22.2% |
| 1Y | -62.0% | -8.5% | -53.5% | -61.9% |
| 3Y | -57.6% | +115.4% | -173.0% | -65.5% |
| 5Y | -53.4% | +9.8% | -63.2% | -59.2% |
| All | +2.0% | +31.2% | -29.3% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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