+205.6%
GLD vs FISV
+22.0%
+183.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +0.9% | -2.8% |
| 7D | -5.5% | -2.0% | -3.5% | -5.5% |
| 30D | -7.0% | +31.8% | -38.8% | -6.8% |
| 3M | -12.4% | +19.3% | -31.6% | -12.2% |
| 6M | -18.0% | +12.1% | -30.1% | -17.9% |
| YTD | -10.5% | -8.4% | -2.0% | -10.3% |
| 1Y | -8.1% | -4.5% | -3.6% | -7.9% |
| 3Y | +97.7% | -49.4% | +147.1% | +97.8% |
| 5Y | +103.4% | -39.0% | +142.4% | +102.8% |
| All | +205.6% | +22.0% | +183.7% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling