+20.7%
GLD vs FISV
-64.1%
+84.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.3% | +0.7% |
| 7D | +0.1% | -6.4% | +6.5% | -0.1% |
| 30D | +0.2% | -6.8% | +7.0% | -0.1% |
| 3M | +3.2% | -10.0% | +13.2% | +2.9% |
| 6M | -14.6% | -20.6% | +6.0% | -15.2% |
| YTD | +1.8% | -27.6% | +29.3% | +1.1% |
| 1Y | +20.7% | -64.3% | +85.1% | +19.4% |
| All | +20.7% | -64.1% | +84.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling