-3.7%
FISV vs GFS
+15.5%
-19.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.9% | +12.2% | +5.6% |
| 7D | +29.6% | -12.5% | +42.2% | +27.9% |
| 30D | +34.5% | -16.9% | +51.4% | +32.2% |
| 3M | +11.2% | -22.3% | +33.5% | +9.0% |
| 6M | -1.2% | -40.2% | +39.0% | -6.4% |
| YTD | -7.6% | +16.0% | -23.6% | -19.3% |
| 1Y | -3.7% | +17.7% | -21.4% | -18.0% |
| All | -3.7% | +15.5% | -19.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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