-59.8%
FISV vs GFS
-21.4%
-38.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.2% | +3.2% | -10.4% | -7.3% |
| 30D | -7.2% | -9.6% | +2.4% | -6.8% |
| 3M | -8.2% | -38.5% | +30.3% | -6.3% |
| 6M | -17.7% | -1.3% | -16.4% | -22.0% |
| YTD | -27.2% | +31.8% | -59.0% | -34.1% |
| 1Y | -63.0% | +44.6% | -107.5% | -67.0% |
| All | -59.8% | -21.4% | -38.4% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling