-62.0%
FISV vs GPC
-0.9%
-61.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | -2.7% | -3.2% | +0.5% | -1.9% |
| 30D | 0.0% | +0.5% | -0.5% | -0.1% |
| 3M | -2.8% | +31.7% | -34.5% | -7.6% |
| 6M | -11.8% | +24.7% | -36.5% | -15.4% |
| YTD | -23.2% | +11.8% | -35.0% | -35.1% |
| 1Y | -62.0% | -3.0% | -59.0% | -63.2% |
| All | -62.0% | -0.9% | -61.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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