-55.8%
FISV vs GAP
+3.0%
-58.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -7.2% | -6.3% | -0.9% | -6.4% |
| 30D | -7.2% | -0.2% | -7.0% | -7.3% |
| 3M | -8.2% | 0.0% | -8.2% | -8.4% |
| 6M | -17.7% | -8.1% | -9.6% | -17.4% |
| YTD | -27.2% | -16.5% | -10.7% | -26.1% |
| 1Y | -63.0% | -10.5% | -52.5% | -62.8% |
| 3Y | -59.8% | +104.0% | -163.7% | -66.1% |
| 5Y | -55.8% | +6.8% | -62.6% | -62.4% |
| All | -55.8% | +3.0% | -58.8% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling