+12,933.0%
FISV vs GPC
+2,072.3%
+10,860.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | +31.8% | -6.0% | +37.8% | +35.4% |
| 3M | +19.3% | -7.6% | +26.9% | +23.4% |
| 6M | +12.1% | +24.2% | -12.2% | +0.5% |
| YTD | -8.4% | +2.7% | -11.2% | -12.0% |
| 1Y | -4.5% | +0.2% | -4.6% | -7.2% |
| 3Y | -49.4% | -0.8% | -48.6% | -52.5% |
| 5Y | -39.0% | +4.4% | -43.4% | -45.4% |
| 10Y | +22.3% | +74.5% | -52.1% | -19.7% |
| All | +12,933.0% | +2,072.3% | +10,860.7% | +2,988.8% |
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