+816.6%
GLD vs FISV
+468.4%
+348.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | -2.1% | +6.4% | +4.4% |
| 3M | -1.1% | -5.7% | +4.7% | -1.1% |
| 6M | -13.8% | -15.3% | +1.6% | -13.9% |
| YTD | +2.6% | -21.1% | +23.7% | +2.5% |
| 1Y | +24.5% | -61.1% | +85.6% | +24.1% |
| 3Y | +125.8% | -56.8% | +182.7% | +125.2% |
| 5Y | +137.8% | -54.2% | +192.0% | +137.1% |
| 10Y | +221.4% | +1.6% | +219.8% | +225.2% |
| All | +816.6% | +468.4% | +348.2% | +827.3% |
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