-55.8%
FISV vs GRMN
+73.8%
-129.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.2% | -1.8% | -5.4% | -6.5% |
| 30D | -7.2% | -12.1% | +4.9% | -2.4% |
| 3M | -8.2% | +18.0% | -26.2% | -14.6% |
| 6M | -17.7% | +13.7% | -31.4% | -22.5% |
| YTD | -27.2% | +35.3% | -62.5% | -36.4% |
| 1Y | -63.0% | +17.2% | -80.2% | -64.5% |
| 3Y | -59.8% | +179.6% | -239.4% | -73.3% |
| 5Y | -55.8% | +75.6% | -131.3% | -63.8% |
| All | -55.8% | +73.8% | -129.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 5y: compounded portfolio wealth divided by compounded GRMN 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…
5y analysis · Full analysis span regression · 6 months rolling