+321.4%
FISV vs GNRC
+2,020.8%
-1,699.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.1% |
| 7D | -7.2% | -0.7% | -6.5% | -7.1% |
| 30D | -7.2% | -15.8% | +8.7% | -4.2% |
| 3M | -8.2% | -24.0% | +15.9% | -4.4% |
| 6M | -17.7% | -13.8% | -3.9% | -17.4% |
| YTD | -27.2% | +33.2% | -60.4% | -33.8% |
| 1Y | -63.0% | -1.8% | -61.2% | -64.0% |
| 3Y | -59.8% | +57.7% | -117.5% | -65.7% |
| 5Y | -55.8% | -59.7% | +4.0% | -52.8% |
| 10Y | -2.4% | +430.7% | -433.1% | -42.6% |
| All | +321.4% | +2,020.8% | -1,699.4% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling