+13,416.2%
FISV vs GPC
+2,081.1%
+11,335.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +38.4% | -6.3% | +44.7% | +42.4% |
| 3M | +14.9% | -8.2% | +23.1% | +19.2% |
| 6M | +21.8% | +27.1% | -5.3% | +8.1% |
| YTD | -5.0% | +3.1% | -8.2% | -8.9% |
| 1Y | -1.2% | +0.1% | -1.2% | -3.9% |
| 3Y | -47.5% | +0.2% | -47.8% | -51.0% |
| 5Y | -36.7% | +4.9% | -41.6% | -43.4% |
| 10Y | +26.9% | +75.2% | -48.3% | -16.9% |
| All | +13,416.2% | +2,081.1% | +11,335.0% | +3,097.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling