-61.1%
FISV vs GFI
+45.3%
-106.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.4% |
| 7D | -0.3% | +3.1% | -3.5% | -0.1% |
| 30D | -2.1% | +27.1% | -29.2% | -0.2% |
| 3M | -5.7% | +21.2% | -26.9% | -3.8% |
| 6M | -15.3% | -4.5% | -10.8% | -14.5% |
| YTD | -21.1% | +11.7% | -32.8% | -20.2% |
| 1Y | -61.1% | +46.0% | -107.1% | -61.0% |
| All | -61.1% | +45.3% | -106.3% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling