+140.0%
GLD vs FISV
-58.4%
+198.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.3% | +0.8% |
| 7D | +0.1% | -6.4% | +6.5% | 0.0% |
| 30D | +0.2% | -6.8% | +7.0% | +0.1% |
| 3M | +3.2% | -10.0% | +13.2% | +3.1% |
| 6M | -14.6% | -20.6% | +6.0% | -14.9% |
| YTD | +1.8% | -27.6% | +29.3% | +1.5% |
| 1Y | +20.7% | -64.3% | +85.1% | +20.6% |
| 3Y | +126.5% | -60.0% | +186.5% | +124.4% |
| 5Y | +140.0% | -57.7% | +197.7% | +132.4% |
| All | +140.0% | -58.4% | +198.5% | +132.4% |
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 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