+632.4%
GEV vs FISV
-67.6%
+700.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.8% | +3.6% |
| 7D | +1.6% | -2.7% | +4.3% | +1.6% |
| 30D | -7.9% | 0.0% | -8.0% | -8.0% |
| 3M | +5.6% | -2.8% | +8.4% | +5.6% |
| 6M | +13.1% | -11.8% | +24.9% | +13.4% |
| YTD | +46.7% | -23.2% | +69.9% | +48.2% |
| 1Y | +51.3% | -62.0% | +113.3% | +60.6% |
| All | +632.4% | -67.6% | +700.0% | +603.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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