-57.6%
FISV vs GPN
-27.6%
-30.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -2.7% | -4.6% | +1.9% | -0.4% |
| 30D | 0.0% | -0.3% | +0.3% | +0.3% |
| 3M | -2.8% | +35.4% | -38.2% | -15.6% |
| 6M | -11.8% | +21.7% | -33.5% | -19.9% |
| YTD | -23.2% | +14.9% | -38.1% | -28.7% |
| 1Y | -62.0% | +3.2% | -65.2% | -62.1% |
| 3Y | -57.6% | -27.1% | -30.5% | -52.9% |
| All | -57.6% | -27.6% | -30.0% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling