-16.0%
GLD vs FISV
+16.2%
-32.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.1% |
| 7D | -2.0% | +3.0% | -4.9% | -1.8% |
| 30D | -4.4% | +38.8% | -43.2% | -2.3% |
| 3M | -8.9% | +21.2% | -30.1% | -7.8% |
| 6M | -16.0% | +17.5% | -33.5% | -15.5% |
| All | -16.0% | +16.2% | -32.2% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling