-68.2%
FISV vs GLXY
+12.0%
-80.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.5% |
| 7D | -0.3% | +13.4% | -13.8% | -0.8% |
| 30D | -2.1% | +38.1% | -40.2% | -3.2% |
| 3M | -5.7% | -7.3% | +1.6% | -5.6% |
| 6M | -15.3% | +8.2% | -23.5% | -16.8% |
| YTD | -21.1% | +17.8% | -38.9% | -23.3% |
| 1Y | -61.1% | +14.9% | -76.0% | -60.8% |
| All | -68.2% | +12.0% | -80.2% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 all: compounded portfolio wealth divided by compounded GLXY 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…
all analysis · Full analysis span regression · 6 months rolling