-57.6%
FISV vs GFI
+287.6%
-345.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.4% |
| 7D | -2.7% | -4.9% | +2.2% | -2.8% |
| 30D | 0.0% | +10.7% | -10.7% | +0.3% |
| 3M | -2.8% | +25.6% | -28.4% | -2.3% |
| 6M | -11.8% | -8.3% | -3.6% | -11.4% |
| YTD | -23.2% | +6.3% | -29.5% | -23.1% |
| 1Y | -62.0% | +22.1% | -84.1% | -62.1% |
| 3Y | -57.6% | +289.2% | -346.8% | -59.5% |
| All | -57.6% | +287.6% | -345.2% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling