+10,678.2%
FISV vs GAP
+2,253.0%
+8,425.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | -3.0% | +9.3% | -12.3% | -4.7% |
| 3M | -3.5% | +6.1% | -9.6% | -4.9% |
| 6M | -19.4% | -2.3% | -17.1% | -19.9% |
| YTD | -24.3% | -10.6% | -13.7% | -23.8% |
| 1Y | -62.4% | -4.4% | -57.9% | -62.6% |
| 3Y | -58.2% | +118.3% | -176.5% | -66.7% |
| 5Y | -56.5% | +12.2% | -68.7% | -62.6% |
| 10Y | -0.5% | +33.7% | -34.3% | -27.8% |
| All | +10,678.2% | +2,253.0% | +8,425.2% | +4,997.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling