+606.9%
GEV vs FISV
-69.3%
+676.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.9% |
| 7D | -1.9% | -7.2% | +5.3% | -1.9% |
| 30D | -8.7% | -7.2% | -1.5% | -8.7% |
| 3M | +6.6% | -8.2% | +14.8% | +6.7% |
| 6M | +10.2% | -17.7% | +27.9% | +10.7% |
| YTD | +41.6% | -27.2% | +68.8% | +43.1% |
| 1Y | +43.9% | -63.0% | +106.9% | +51.9% |
| All | +606.9% | -69.3% | +676.2% | +579.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling