-62.0%
FISV vs GFS
+47.5%
-109.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.3% | +5.5% |
| 7D | -2.7% | +3.8% | -6.5% | -2.5% |
| 30D | 0.0% | -11.7% | +11.8% | -0.7% |
| 3M | -2.8% | -41.8% | +39.0% | -4.9% |
| 6M | -11.8% | +6.6% | -18.5% | -20.0% |
| YTD | -23.2% | +34.6% | -57.9% | -33.3% |
| 1Y | -62.0% | +46.2% | -108.1% | -67.6% |
| All | -62.0% | +47.5% | -109.5% | -67.6% |
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