+700.9%
GLD vs FISV
+584.0%
+117.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.2% |
| 7D | -4.6% | +1.4% | -6.0% | -4.6% |
| 30D | -5.5% | +38.4% | -43.9% | -5.1% |
| 3M | -10.9% | +14.9% | -25.8% | -10.7% |
| 6M | -17.4% | +21.8% | -39.2% | -17.2% |
| YTD | -10.3% | -5.0% | -5.3% | -10.2% |
| 1Y | -7.2% | -1.2% | -6.0% | -7.0% |
| 3Y | +96.9% | -47.5% | +144.4% | +96.8% |
| 5Y | +103.8% | -36.7% | +140.5% | +103.9% |
| 10Y | +203.5% | +26.9% | +176.7% | +208.1% |
| All | +700.9% | +584.0% | +117.0% | +712.3% |
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