-56.5%
FISV vs GD
+68.4%
-124.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -0.3% | -5.3% | +4.9% | +0.8% |
| 30D | -2.1% | -6.4% | +4.4% | -0.7% |
| 3M | -5.7% | +5.7% | -11.4% | -6.9% |
| 6M | -15.3% | -0.9% | -14.4% | -15.4% |
| YTD | -21.1% | +8.2% | -29.3% | -22.6% |
| 1Y | -61.1% | +13.4% | -74.5% | -62.0% |
| All | -56.5% | +68.4% | -124.8% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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