+2.0%
FISV vs GNRC
+448.8%
-446.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | 0.0% | -15.7% | +15.8% | +3.4% |
| 3M | -2.8% | -27.3% | +24.5% | +2.4% |
| 6M | -11.8% | -12.1% | +0.2% | -12.1% |
| YTD | -23.2% | +37.1% | -60.3% | -31.5% |
| 1Y | -62.0% | -0.5% | -61.5% | -63.4% |
| 3Y | -57.6% | +61.5% | -119.1% | -64.7% |
| 5Y | -53.4% | -58.6% | +5.2% | -48.7% |
| All | +2.0% | +448.8% | -446.9% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling